Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    17,261                :
: Positions                                                                                                    :
:   13,587     7,701       232       918     1,029       345       355       183       202     5,524     1,077 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -976      -417      -271       -30       -37      -141         5         0       -22      -830       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      44.6       1.3       5.3       6.0       2.0       2.1       1.1       1.2      32.0       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         .         4         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    12,469                :
: Positions                                                                                                    :
:    7,353     6,677       663       756     1,698       611         0       838       119     1,224       894 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,367      -911         1       -42      -593        84         0      -373        31      -393       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      53.5       5.3       6.1      13.6       4.9       0.0       6.7       1.0       9.8       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        20         .         .         .         .         0         .         .        10         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    36,484                :
: Positions                                                                                                    :
:   24,104    29,796     4,693     1,178     1,751       677       485       164     3,605     1,395     1,475 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -2,416    -1,263      -115      -179       -49       -66        -5        25       725      -425      -475 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      81.7      12.9       3.2       4.8       1.9       1.3       0.4       9.9       3.8       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        21         .         .         .         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    32,068                :
: Positions                                                                                                    :
:   26,974    26,686         0     3,957       440         0       206       304     3,900        25       450 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,779    -1,239         0       -42      -248         0       -23         0       475         0      -500 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      83.2       0.0      12.3       1.4       0.0       0.6       0.9      12.2       0.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        17         0         .         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   143,960                :
: Positions                                                                                                    :
:  108,188   106,635     2,394    14,053     8,376    11,317     1,165     4,377     4,801     3,962     3,340 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      636     3,258       264    -1,802       754       -25      -363        33     1,039      -189       253 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      74.1       1.7       9.8       5.8       7.9       0.8       3.0       3.3       2.8       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       32        32         .         .         5         7         6         4         8         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    70,016                :
: Positions                                                                                                    :
:   59,276    49,508     2,940    12,078     3,970       908       965       950       971     1,483     1,001 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -547      -496         0       500      -262       107         0         0       300      -144         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      70.7       4.2      17.3       5.7       1.3       1.4       1.4       1.4       2.1       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        23         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    41,496                :
: Positions                                                                                                    :
:   37,592    30,715       156     6,005     2,348         0     1,153         0     1,250     1,125       150 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:       75       350      -100      -275       248         0         0         0         0      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.6      74.0       0.4      14.5       5.7       0.0       2.8       0.0       3.0       2.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    57,233                :
: Positions                                                                                                    :
:   32,834    23,337       906    24,277     3,071    14,690       225        50     1,301     1,957     4,011 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -125       -30       -12      -285       138         0        25         0       -28        15       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      40.8       1.6      42.4       5.4      25.7       0.4       0.1       2.3       3.4       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    71,278                :
: Positions                                                                                                    :
:   40,773    25,369         0    36,385     3,547    20,967       500       145     2,180     2,574     2,603 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -333       615         0      -785      -170         0         9        25       -28        39       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      35.6       0.0      51.0       5.0      29.4       0.7       0.2       3.1       3.6       3.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       20        20         0         4         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    70,814                :
: Positions                                                                                                    :
:   51,492    45,228    11,658    19,669     3,157         0         0         0     2,390       758     1,317 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -260      -640      -153       -85         0         0         0         0        75        10       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      63.9      16.5      27.8       4.5       0.0       0.0       0.0       3.4       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        24         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    89,319                :
: Positions                                                                                                    :
:   62,747    50,463    19,985    34,048     1,109       175       100        70     2,195       833     1,996 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -202      -276      -168       -65        12        84        50         0       159        14         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      56.5      22.4      38.1       1.2       0.2       0.1       0.1       2.5       0.9       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    42,725                :
: Positions                                                                                                    :
:   27,928    39,035    10,709         0     3,184         0         0         0       280         0       200 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -900         0       900         0      -900         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      91.4      25.1       0.0       7.5       0.0       0.0       0.0       0.7       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 August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    26,976                :
: Positions                                                                                                    :
:   25,154    15,676         0     9,064     1,017         0       600         0       360       601         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      465       425         0        30       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      58.1       0.0      33.6       3.8       0.0       2.2       0.0       1.3       2.2       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 August 4, 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    24,184                :
: Positions                                                                                                    :
:   14,695    22,097     5,420         0     1,565         0         0         0     2,100       222       300 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,451     1,451         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      91.4      22.4       0.0       6.5       0.0       0.0       0.0       8.7       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    87,394                :
: Positions                                                                                                    :
:   64,692    63,225       295     8,649     8,966     5,930       893       223     4,066     2,147     2,682 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,379     1,301         0       -20      -166      -415      -362       -29       254       205        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      72.3       0.3       9.9      10.3       6.8       1.0       0.3       4.7       2.5       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       35        35         .         .         .         6         .         .        10         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    16,128                :
: Positions                                                                                                    :
:   10,954    15,582     4,004         0       396       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      360       360         0         0       252         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      96.6      24.8       0.0       2.5       4.7       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    16,168                :
: Positions                                                                                                    :
:   10,994    15,622     4,004         0       396       750         0         0         0       150         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      360       360         0         0       252         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      96.6      24.8       0.0       2.4       4.6       0.0       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    51,643                :
: Positions                                                                                                    :
:   43,206    39,142         0     5,411     3,702         0       600         0     4,120     2,100       285 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,210     1,210         0         0       102         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      75.8       0.0      10.5       7.2       0.0       1.2       0.0       8.0       4.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        17         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    47,593                :
: Positions                                                                                                    :
:   35,510    42,063     6,307         0     4,919         0         0         0       540       100       175 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -658       210       893         0      -830         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      88.4      13.3       0.0      10.3       0.0       0.0       0.0       1.1       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        16         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    42,354                :
: Positions                                                                                                    :
:   36,468    29,618         0     7,060     4,293       120       875         0       275       200       250 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      670     1,045         0      -186       212        75         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      69.9       0.0      16.7      10.1       0.3       2.1       0.0       0.6       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        20         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    65,640                :
: Positions                                                                                                    :
:   50,535    62,605     9,879       230     2,205         0         0         0     1,725       250       110 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -105       165         0         0         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      95.4      15.1       0.4       3.4       0.0       0.0       0.0       2.6       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        10         4         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    71,446                :
: Positions                                                                                                    :
:   59,369    64,785     5,075     1,755     3,740         0       675         0     2,591       200        75 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:       75       109       -11         0         0         0        30         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      90.7       7.1       2.5       5.2       0.0       0.9       0.0       3.6       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        12         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    85,758                :
: Positions                                                                                                    :
:   71,146    76,880     8,768     4,822     1,408         0       523        30     1,965         0     2,023 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,437     2,157        -1         0        61         0         0         0      -279         0      -466 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      89.6      10.2       5.6       1.6       0.0       0.6       0.0       2.3       0.0       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        21         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   104,946                :
: Positions                                                                                                    :
:   86,442    91,565    10,022     4,435     2,948       652     1,366       125     1,313     1,415     3,084 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    2,694     3,062       -42        49       -37       -25      -102       -55       620       280    -1,177 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      87.2       9.5       4.2       2.8       0.6       1.3       0.1       1.3       1.3       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       24        27         5         .         4         .         6         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    64,433                :
: Positions                                                                                                    :
:   43,252    58,191    20,749     1,370       207         0     2,815         0       200     1,825        25 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,991     2,840       795      -330        45         0         1         0         0       275         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      90.3      32.2       2.1       0.3       0.0       4.4       0.0       0.3       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        13         .         .         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    57,890                :
: Positions                                                                                                    :
:   38,690    56,490    17,625         0       525         0       150         0     1,050       725         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,500     1,500         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      97.6      30.4       0.0       0.9       0.0       0.3       0.0       1.8       1.3       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 August 4, 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    59,027                :
: Positions                                                                                                    :
:   38,278    52,784    14,517       127     3,506       750        35         0     1,030     1,685       792 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,187       259      -855         0       600        50         0         0        31         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      89.4      24.6       0.2       5.9       1.3       0.1       0.0       1.7       2.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        19         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    67,045                :
: Positions                                                                                                    :
:   50,693    57,104     9,335       295     3,143     1,457     3,165       235     1,366     2,035       601 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      718       213      -715         0       590       212       -35        15        85        19       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      85.2      13.9       0.4       4.7       2.2       4.7       0.4       2.0       3.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        19         .         .         .         5         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    25,505                :
: Positions                                                                                                    :
:   11,619    23,694    12,920         0       436         0       885         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -295      -230       -51         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      92.9      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                     :
:       13        13         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    25,156                :
: Positions                                                                                                    :
:   11,730    23,961    12,263         0       545         0       225         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -260      -240       -50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      95.2      48.7       0.0       2.2       0.0       0.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    30,262                :
: Positions                                                                                                    :
:   24,021    21,325     2,955     5,000       888         0       524       375     1,460     1,197       255 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -136       160       -95      -125       110         0         0        45        15       -20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      70.5       9.8      16.5       2.9       0.0       1.7       1.2       4.8       4.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        15         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    18,611                :
: Positions                                                                                                    :
:   14,940    13,839     1,463     1,132       435         0       970         0       685       956       197 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      451      -401         0       -50       115         0         0         0         0       -45        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      74.4       7.9       6.1       2.3       0.0       5.2       0.0       3.7       5.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    60,098                :
: Positions                                                                                                    :
:   45,179    29,432     7,349    22,245       491     2,651     5,741       284     2,660       659     1,085 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      278       214       -31        65      -104       -60        85         0        26        40       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      49.0      12.2      37.0       0.8       4.4       9.6       0.5       4.4       1.1       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    37,288                :
: Positions                                                                                                    :
:   31,618    14,222     2,311    18,570     1,105       755     1,413        60       591     1,342       456 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -145        35        -3         0       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      38.1       6.2      49.8       3.0       2.0       3.8       0.2       1.6       3.6       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        15         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    17,821                :
: Positions                                                                                                    :
:    9,210    16,841     6,966         0       645       300       160         0       500        50       125 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -448      -884      -425         0      -150         0       -29         0       -50       -25       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      94.5      39.1       0.0       3.6       1.7       0.9       0.0       2.8       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        15         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    12,148                :
: Positions                                                                                                    :
:    6,926     8,100     2,454     1,900     1,068       140         0         0       240       100       500 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -143      -210         0      -200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      66.7      20.2      15.6       8.8       1.2       0.0       0.0       2.0       0.8       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    11,123                :
: Positions                                                                                                    :
:    6,053     7,065     2,392     1,900     1,083       140         0         0       210       100       495 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -154      -240         0      -200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      63.5      21.5      17.1       9.7       1.3       0.0       0.0       1.9       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 August 4, 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    36,525                :
: Positions                                                                                                    :
:   20,295    30,870    12,325         0       295       200         0         0       950     3,190     2,035 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -220     1,045     1,140         0       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      84.5      33.7       0.0       0.8       0.5       0.0       0.0       2.6       8.7       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        12         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    36,770                :
: Positions                                                                                                    :
:   20,995    31,245    11,370         0       400       200         0         0       975     3,015     2,005 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -205     1,160       785         0       -75         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      85.0      30.9       0.0       1.1       0.5       0.0       0.0       2.7       8.2       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         0         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   118,786                :
: Positions                                                                                                    :
:   84,113    95,756    22,216     4,106     8,247       150     1,679       760     1,205     4,663     1,430 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,098    -1,635        65     1,189      -231         0         0         0      -125         1        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.8      80.6      18.7       3.5       6.9       0.1       1.4       0.6       1.0       3.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        29         4         .         .         .         .         .         5         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   131,022                :
: Positions                                                                                                    :
:   91,033   109,454    23,472         0     9,714        76     1,534     2,373     1,399     4,015     2,555 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      933      -956      -941       -17       834         2       188       -82       151       -39       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      83.5      17.9       0.0       7.4       0.1       1.2       1.8       1.1       3.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       36        28         6         0         5         .         .         4         5         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   543,729                :
: Positions                                                                                                    :
:  302,330   373,775    51,911     4,230    89,973    17,408    10,346    34,132    24,525     5,371    22,048 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    6,586     2,844    -2,063      -132     1,172      -400     1,740     2,004     2,928      -250      -522 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      68.7       9.5       0.8      16.5       3.2       1.9       6.3       4.5       1.0       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       44        37         .         .         5        10         8        12        17         6        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    17,068                :
: Positions                                                                                                    :
:    9,614    14,430     1,082       106     1,297       961         0       665     3,157         0        50 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -90      -460         0         0         0         0         0         0       -37         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      84.5       6.3       0.6       7.6       5.6       0.0       3.9      18.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,636                :
: Positions                                                                                                    :
:    6,912    11,225     1,474       145     1,141       140       300       365     3,414         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -75      -460         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      82.3      10.8       1.1       8.4       1.0       2.2       2.7      25.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    13,275                :
: Positions                                                                                                    :
:   10,685    10,145     1,045         0         0       200       435       145       160     1,560       510 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    3,680     1,180      -125         0         0      -320       145      -310      -735     1,040       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      76.4       7.9       0.0       0.0       1.5       3.3       1.1       1.2      11.8       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        18         .         0         0         .         .         .         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    15,818                :
: Positions                                                                                                    :
:   12,647    14,319       857        51       164       350         0         0     1,545       997       255 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      329       291         0         0         0         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      90.5       5.4       0.3       1.0       2.2       0.0       0.0       9.8       6.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       14        22         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    90,173                :
: Positions                                                                                                    :
:   64,702    65,862    16,571    11,356     1,440         0     4,055         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      600       720       120         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      73.0      18.4      12.6       1.6       0.0       4.5       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        19         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    75,099                :
: Positions                                                                                                    :
:   54,640    53,324    12,949     9,685     1,465         0     4,580         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      600       720       120         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      71.0      17.2      12.9       2.0       0.0       6.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    25,930                :
: Positions                                                                                                    :
:    6,780    16,640     9,640         0     4,425       350       990         0     1,150         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      64.2      37.2       0.0      17.1       1.3       3.8       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    61,025                :
: Positions                                                                                                    :
:   34,685    22,560     6,671    24,086       780    11,620     5,640     3,745         0       960         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,190     1,100        10         0         0         0       100         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      37.0      10.9      39.5       1.3      19.0       9.2       6.1       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        16         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    41,274                :
: Positions                                                                                                    :
:   23,097    18,213     9,461    13,190       660     2,365     3,430     3,015         0       360       300 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    1,450     1,440       -10         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      44.1      22.9      32.0       1.6       5.7       8.3       7.3       0.0       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    22,526                :
: Positions                                                                                                    :
:   13,260    12,798     5,170     2,472       555         0     3,340     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      56.8      23.0      11.0       2.5       0.0      14.8       8.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       15        12         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    97,280                :
: Positions                                                                                                    :
:   60,195    33,225         0    36,430     4,225    12,380     1,450     1,165         0     1,425     1,185 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -840       160         0       910      -660       900         0       -10         0    -1,010       560 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      34.2       0.0      37.4       4.3      12.7       1.5       1.2       0.0       1.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        19         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    93,045                :
: Positions                                                                                                    :
:   57,600    32,775         0    32,695     4,130    13,335     1,450     1,055         0     3,945       525 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:   -1,005       195         0       660      -510       900         0         0         0      -960       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      35.2       0.0      35.1       4.4      14.3       1.6       1.1       0.0       4.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        19         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    23,553                :
: Positions                                                                                                    :
:   14,071     4,153         0       998       766     2,355     9,090       505       875     3,925       490 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      17.6       0.0       4.2       3.3      10.0      38.6       2.1       3.7      16.7       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    22,908                :
: Positions                                                                                                    :
:   13,376     4,213         0     1,713       633     2,355     8,590       535       875     3,010       930 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      18.4       0.0       7.5       2.8      10.3      37.5       2.3       3.8      13.1       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    72,352                :
: Positions                                                                                                    :
:   19,733    61,810    13,812     8,625        35    27,625         0         0     9,340         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      205       570       400         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.3      85.4      19.1      11.9       0.0      38.2       0.0       0.0      12.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    72,180                :
: Positions                                                                                                    :
:   20,415    61,935    14,190     8,130        70    27,225         0         0     8,640         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:       50        50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.3      85.8      19.7      11.3       0.1      37.7       0.0       0.0      12.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    61,325                :
: Positions                                                                                                    :
:   20,905    54,985     9,370     1,730     1,875     5,650        80        50    20,570         0       140 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0       -75         0         0         0         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      89.7      15.3       2.8       3.1       9.2       0.1       0.1      33.5       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 August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    52,035                :
: Positions                                                                                                    :
:   20,215    45,975     9,750     2,090     1,110     5,650        80        50    12,380         0       490 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0       -75         0         0         0         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      88.4      18.7       4.0       2.1      10.9       0.2       0.1      23.8       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 August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    18,600                :
: Positions                                                                                                    :
:   10,215    10,190     1,320         0       780        95     3,225         0     2,185       860       530 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      54.8       7.1       0.0       4.2       0.5      17.3       0.0      11.7       4.6       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    69,870                :
: Positions                                                                                                    :
:   37,070    38,290     4,115         0     2,765     2,495    19,900       840    15,405     1,250     1,270 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -15        25      -250         0       175         0         0         0       290         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      54.8       5.9       0.0       4.0       3.6      28.5       1.2      22.0       1.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    64,330                :
: Positions                                                                                                    :
:   36,785    33,510     3,740         0     2,915     2,295    19,900       840    11,745     1,250     1,270 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      -15        25      -250         0       175         0         0         0       290         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      52.1       5.8       0.0       4.5       3.6      30.9       1.3      18.3       1.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    65,927                :
: Positions                                                                                                    :
:   38,588    23,701         0    18,582        90    17,720       185     3,855        50    13,960     2,005 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      710       720         0      -200         0        60         0       240         0       250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      36.0       0.0      28.2       0.1      26.9       0.3       5.8       0.1      21.2       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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    55,505                :
: Positions                                                                                                    :
:   36,988    20,710         0    15,938        90     9,420       210     3,880        50     9,850     2,250 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      760       770         0      -200         0        10         0       240         0       200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      37.3       0.0      28.7       0.2      17.0       0.4       7.0       0.1      17.7       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   194,363                :
: Positions                                                                                                    :
:  107,795    86,382    16,135       260     8,290       145    23,053    10,050     1,250    15,505     2,265 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      575       -80       -50         0       -95         0       660       240         0       -35       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      44.4       8.3       0.1       4.3       0.1      11.9       5.2       0.6       8.0       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 August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   154,306                :
: Positions                                                                                                    :
:   80,415    77,141    19,149         0     3,090         0    14,348     9,310     1,305     9,255     2,505 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      310      -245        50         0      -150         0       610       240      -240      -225       185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      50.0      12.4       0.0       2.0       0.0       9.3       6.0       0.8       6.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        27         .         0         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FJY                                                    Open Interest is    23,590                :
: Positions                                                                                                    :
:    8,745    18,725     9,425     1,005     2,220     2,100       300         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:     -275      -300         0        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      79.4      40.0       4.3       9.4       8.9       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        11         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    70,721                :
: Positions                                                                                                    :
:   28,540    38,795    17,246     5,341     9,600     1,880         0     8,815         0     3,640         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      350       150       -55        95       100         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.4      54.9      24.4       7.6      13.6       2.7       0.0      12.5       0.0       5.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        16         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    60,717                :
: Positions                                                                                                    :
:   25,552    30,345    10,826     4,903     6,774     1,655         0     9,065         0     3,040         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      350         0         0       350       -95         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      50.0      17.8       8.1      11.2       2.7       0.0      14.9       0.0       5.0       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 August 4, 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    46,037                :
: Positions                                                                                                    :
:   21,892    21,895     1,038     6,710     5,327     6,525     2,185     5,565       840         0       840 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      250        50      -200         0       250         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.6      47.6       2.3      14.6      11.6      14.2       4.7      12.1       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 August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    51,540                :
: Positions                                                                                                    :
:   15,545    32,090         0     4,440     4,805    22,420     2,455     3,475       840         0       840 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:        0        50         0       -50        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      62.3       0.0       8.6       9.3      43.5       4.8       6.7       1.6       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 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   182,580                :
: Positions                                                                                                    :
:   95,703   108,822     8,374     3,705    28,904     6,875     2,270     7,900     3,150         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:    3,641     4,349       848        73      -795       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      59.6       4.6       2.0      15.8       3.8       1.2       4.3       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       25        27         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 4, 2020    
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   122,870                :
: Positions                                                                                                    :
:   69,530    65,407     3,140    14,018    17,100     5,190       865     8,195     2,460         0         0 :
:                                                                                                              :
: Changes from:     July 28, 2020                                                                              :
:      515      -290        20       825      -220         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      53.2       2.6      11.4      13.9       4.2       0.7       6.7       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated August 07, 2020