Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    17,494                :
: Positions                                                                                                    :
:   13,737     7,766       232     2,694       954       345       375       183       298     3,858     1,124 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      150        65         0     1,776       -75         0        20         0        96    -1,666        47 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      44.4       1.3      15.4       5.5       2.0       2.1       1.0       1.7      22.1       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         4         4         .         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    11,108                :
: Positions                                                                                                    :
:    6,271     6,517       687       737     1,622       739         0       665       255       717       732 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,082      -160        24       -19       -76       128         0      -173       136      -507      -162 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      58.7       6.2       6.6      14.6       6.7       0.0       6.0       2.3       6.5       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        20         .         .         .         .         0         .         .         8         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    36,801                :
: Positions                                                                                                    :
:   24,194    30,141     4,843     1,073     1,678       677       485       164     3,630     1,420     1,600 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:       90       345       150      -105       -73         0         0         0        25        25       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      81.9      13.2       2.9       4.6       1.8       1.3       0.4       9.9       3.9       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        21         .         .         .         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    31,938                :
: Positions                                                                                                    :
:   26,969    26,656         0     3,982       440         0       206       304     3,875         0       350 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:       -5       -30         0        25         0         0         0         0       -25       -25      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      83.5       0.0      12.5       1.4       0.0       0.6       1.0      12.1       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        17         0         .         .         0         .         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   140,110                :
: Positions                                                                                                    :
:  105,623   106,291     2,101    13,584     8,273    11,699       587     4,109     4,467     3,844     3,261 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,565      -344      -293      -469      -103       382      -578      -268      -334      -118       -79 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      75.9       1.5       9.7       5.9       8.3       0.4       2.9       3.2       2.7       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       32        33         .         .         5         9         4         5         8         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    65,042                :
: Positions                                                                                                    :
:   55,718    45,833     2,690    13,167     3,226     1,376       845       485       671       583       876 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,558    -3,675      -250     1,089      -744       468      -120      -465      -300      -900      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      70.5       4.1      20.2       5.0       2.1       1.3       0.7       1.0       0.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        22         .         .         .         .         4         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    38,495                :
: Positions                                                                                                    :
:   35,534    27,815         0     6,567     2,011         0       827         0       825     1,150       125 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,058    -2,900      -156       562      -337         0      -326         0      -425        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      72.3       0.0      17.1       5.2       0.0       2.1       0.0       2.1       3.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    55,336                :
: Positions                                                                                                    :
:   31,635    21,748       900    24,265     3,037    14,465       175        50     1,363     2,347     3,616 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,199    -1,589        -6       -12       -34      -225       -50         0        62       390      -395 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      39.3       1.6      43.9       5.5      26.1       0.3       0.1       2.5       4.2       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        19         .         .         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    69,327                :
: Positions                                                                                                    :
:   39,974    24,206         0    35,708     3,530    20,650       435        70     1,940     2,791     2,506 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -799    -1,163         0      -677       -17      -317       -65       -75      -240       217       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      34.9       0.0      51.5       5.1      29.8       0.6       0.1       2.8       4.0       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        20         0         4         4         6         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    67,139                :
: Positions                                                                                                    :
:   48,824    42,979    11,283    18,993     3,102         0         0         0     2,134       731     1,334 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,668    -2,249      -375      -676       -55         0         0         0      -256       -27        17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.7      64.0      16.8      28.3       4.6       0.0       0.0       0.0       3.2       1.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        24         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    84,608                :
: Positions                                                                                                    :
:   59,627    47,812    19,491    32,952       953       225        75        20     1,809       770     2,021 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,120    -2,651      -494    -1,096      -156        50       -25       -50      -386       -63        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      56.5      23.0      38.9       1.1       0.3       0.1       0.0       2.1       0.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    41,216                :
: Positions                                                                                                    :
:   26,869    37,576    10,359         0     3,174         0         0         0       230         0       175 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,059    -1,459      -350         0       -10         0         0         0       -50         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      91.2      25.1       0.0       7.7       0.0       0.0       0.0       0.6       0.0       0.4 :
:                                                                                                              :
: 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 11, 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    25,643                :
: Positions                                                                                                    :
:   23,898    14,637         0     9,107       973         0       600         0       360       326         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,256    -1,039         0        43       -44         0         0         0         0      -275         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      57.1       0.0      35.5       3.8       0.0       2.3       0.0       1.4       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        16         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    23,683                :
: Positions                                                                                                    :
:   14,620    21,341     4,725         0     1,865         0         0         0     2,075       177       300 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      -75      -756      -695         0       300         0         0         0       -25       -45         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      90.1      20.0       0.0       7.9       0.0       0.0       0.0       8.8       0.7       1.3 :
:                                                                                                              :
: 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 11, 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    84,651                :
: Positions                                                                                                    :
:   62,171    61,330       210     7,834     8,829     6,155       772       329     3,981     2,546     2,536 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,521    -1,895       -85      -814      -137       225      -121       106       -85       399      -146 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      72.5       0.2       9.3      10.4       7.3       0.9       0.4       4.7       3.0       3.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       35        35         .         .         .         5         .         .         9         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    16,228                :
: Positions                                                                                                    :
:   11,142    15,707     3,941         0       396       725         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      188       125       -63         0         0       -25         0         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      96.8      24.3       0.0       2.4       4.5       0.0       0.0       0.0       0.8       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 11, 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    16,268                :
: Positions                                                                                                    :
:   11,182    15,747     3,941         0       396       725         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      188       125       -63         0         0       -25         0         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      96.8      24.2       0.0       2.4       4.5       0.0       0.0       0.0       0.8       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 11, 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    49,613                :
: Positions                                                                                                    :
:   42,333    35,872         0     5,026     3,582         0       600         0     1,070     1,825     2,310 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -873    -3,270         0      -385      -120         0         0         0    -3,050      -275     2,025 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      72.3       0.0      10.1       7.2       0.0       1.2       0.0       2.2       3.7       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        17         0         .         .         0         .         0         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    45,985                :
: Positions                                                                                                    :
:   34,557    40,710     6,052         0     4,704         0         0         0       390       100       150 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -953    -1,353      -255         0      -215         0         0         0      -150         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      88.5      13.2       0.0      10.2       0.0       0.0       0.0       0.8       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        17         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    40,777                :
: Positions                                                                                                    :
:   35,187    28,184         0     7,426     3,927       435       850         0       180       100       250 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,281    -1,434         0       366      -366       315       -25         0       -95      -100         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      69.1       0.0      18.2       9.6       1.1       2.1       0.0       0.4       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        21         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    62,411                :
: Positions                                                                                                    :
:   48,666    59,104     8,495       220     2,505         0         0         0     1,723       250        92 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,869    -3,501    -1,384       -10       300         0         0         0        -2         0       -18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.0      94.7      13.6       0.4       4.0       0.0       0.0       0.0       2.8       0.4       0.1 :
:                                                                                                              :
: 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 11, 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    67,079                :
: Positions                                                                                                    :
:   56,514    60,609     4,430     2,545     3,115         0       325         0     2,460       200        75 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,855    -4,176      -645       790      -625         0      -350         0      -131         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      90.4       6.6       3.8       4.6       0.0       0.5       0.0       3.7       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        12         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    82,961                :
: Positions                                                                                                    :
:   67,462    74,689     8,918     4,148     1,303         0       528        25     2,659         0     2,198 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,684    -2,191       150      -674      -105         0         5        -5       694         0       175 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      90.0      10.7       5.0       1.6       0.0       0.6       0.0       3.2       0.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        20         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   101,472                :
: Positions                                                                                                    :
:   83,340    88,762    10,113     3,754     2,582       510     1,216       125     1,002     1,574     3,451 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,102    -2,803        91      -681      -366      -142      -150         0      -311       159       367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      87.5      10.0       3.7       2.5       0.5       1.2       0.1       1.0       1.6       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       23        25         5         .         4         .         6         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    60,217                :
: Positions                                                                                                    :
:   40,266    54,951    19,744     1,155       207         0     2,679         0         0     1,225         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,986    -3,240    -1,005      -215         0         0      -136         0      -200      -600       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      91.3      32.8       1.9       0.3       0.0       4.4       0.0       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        13         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    55,490                :
: Positions                                                                                                    :
:   36,695    54,315    17,220         0       525         0       150         0     1,050       500         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,995    -2,175      -405         0         0         0         0         0         0      -225         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      97.9      31.0       0.0       0.9       0.0       0.3       0.0       1.9       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         7         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    57,110                :
: Positions                                                                                                    :
:   37,504    50,889    13,505       127     3,501       650        35         0     1,119     1,810       677 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -774    -1,895    -1,012         0        -5      -100         0         0        89       125      -115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      89.1      23.6       0.2       6.1       1.1       0.1       0.0       2.0       3.2       1.2 :
:                                                                                                              :
: 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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    64,886                :
: Positions                                                                                                    :
:   49,624    55,041     8,838       601     2,964     1,232     3,040       235     1,303     2,180       473 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,069    -2,063      -497       306      -179      -225      -125         0       -63       145      -128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      84.8      13.6       0.9       4.6       1.9       4.7       0.4       2.0       3.4       0.7 :
:                                                                                                              :
: 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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    24,370                :
: Positions                                                                                                    :
:   11,246    21,554    12,381         0       436         0     1,265         0         0       780         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -373    -2,140      -539         0         0         0       380         0         0       780         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      88.4      50.8       0.0       1.8       0.0       5.2       0.0       0.0       3.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         5         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    23,986                :
: Positions                                                                                                    :
:   11,375    23,031    11,729         0       545         0       225         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -355      -930      -534         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.4      96.0      48.9       0.0       2.3       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 11, 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    28,481                :
: Positions                                                                                                    :
:   22,858    20,060     2,810     4,931       833         0       364       330     1,299     1,017       255 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,163    -1,265      -145       -69       -55         0      -160       -45      -161      -180         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      70.4       9.9      17.3       2.9       0.0       1.3       1.2       4.6       3.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    16,890                :
: Positions                                                                                                    :
:   13,307    13,233     1,418       849       425         0       835         0       410       931       172 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,633      -606       -45      -283       -10         0      -135         0      -275       -25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      78.3       8.4       5.0       2.5       0.0       4.9       0.0       2.4       5.5       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    56,817                :
: Positions                                                                                                    :
:   42,723    27,993     7,172    21,411       318     2,566     5,006       284     2,633       745       999 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,456    -1,439      -177      -834      -173       -85      -735         0       -27        86       -86 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      49.3      12.6      37.7       0.6       4.5       8.8       0.5       4.6       1.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        19         4         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    35,316                :
: Positions                                                                                                    :
:   30,093    13,310     2,196    17,752     1,038       755     1,329        60       571     1,353       431 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,525      -912      -115      -818       -67         0       -84         0       -20        11       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      37.7       6.2      50.3       2.9       2.1       3.8       0.2       1.6       3.8       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 11, 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    17,851                :
: Positions                                                                                                    :
:    9,160    16,866     6,966         0       650       350       160         0       525        50       125 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      -50        25         0         0         5        50         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      94.5      39.0       0.0       3.6       2.0       0.9       0.0       2.9       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        15         .         0         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                            :
CFTC Code #0643CC                                                    Open Interest is    22,405                :
: Positions                                                                                                    :
:   10,391    21,245    10,314         0     1,110         0         0         0       525        50         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      94.8      46.0       0.0       5.0       0.0       0.0       0.0       2.3       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    11,403                :
: Positions                                                                                                    :
:    6,461     7,705     2,314     1,900     1,068       115         0         0       245       100       470 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -465      -395      -140         0         0       -25         0         0         5         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      67.6      20.3      16.7       9.4       1.0       0.0       0.0       2.1       0.9       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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    10,383                :
: Positions                                                                                                    :
:    5,598     6,645     2,241     1,900     1,083       115         0         0       165       100       495 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -455      -420      -151         0         0       -25         0         0       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      64.0      21.6      18.3      10.4       1.1       0.0       0.0       1.6       1.0       4.8 :
:                                                                                                              :
: 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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    34,204                :
: Positions                                                                                                    :
:   18,650    28,869    12,085         0       270       150         0         0       855     3,035     2,030 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,645    -2,001      -240         0       -25       -50         0         0       -95      -155        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      84.4      35.3       0.0       0.8       0.4       0.0       0.0       2.5       8.9       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        12         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    34,420                :
: Positions                                                                                                    :
:   19,376    29,155    11,485         0       365       150         0         0       880     2,900     2,000 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,619    -2,090       115         0       -35       -50         0         0       -95      -115        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      84.7      33.4       0.0       1.1       0.4       0.0       0.0       2.6       8.4       5.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         0         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   110,072                :
: Positions                                                                                                    :
:   77,171    91,231    21,952     3,214     7,681       165     1,548       745       975     4,254     1,319 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -6,942    -4,525      -264      -892      -566        15      -131       -15      -230      -409      -111 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      82.9      19.9       2.9       7.0       0.1       1.4       0.7       0.9       3.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        29         5         .         .         .         .         .         4         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   120,591                :
: Positions                                                                                                    :
:   82,629   102,218    23,245         0     8,833        95     1,171     2,277     1,097     3,649     2,346 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -8,404    -7,236      -227         0      -881        19      -363       -96      -302      -366      -209 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      84.8      19.3       0.0       7.3       0.1       1.0       1.9       0.9       3.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        28         6         0         4         .         .         4         5         7         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   539,349                :
: Positions                                                                                                    :
:  304,910   372,511    45,732     3,766    90,387    17,856     9,594    34,667    22,328     5,138    22,944 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:    2,580    -1,264    -6,179      -464       414       449      -752       534    -2,197      -232       897 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      69.1       8.5       0.7      16.8       3.3       1.8       6.4       4.1       1.0       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       41        39         .         .         5        11         7        11        16         7        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    16,058                :
: Positions                                                                                                    :
:    9,354    14,175     1,364       141       977       810       149       516     2,887         0        50 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -260      -255       282        35      -320      -151       149      -149      -270         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      88.3       8.5       0.9       6.1       5.0       0.9       3.2      18.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    12,746                :
: Positions                                                                                                    :
:    6,717    10,945     1,566       145       991       100       450       215     3,057         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -195      -280        92         0      -150       -40       150      -150      -357         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      85.9      12.3       1.1       7.8       0.8       3.5       1.7      24.0       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 11, 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    13,260                :
: Positions                                                                                                    :
:   11,965     9,845         0       125       265       110       220         0         0     1,675       225 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:    1,280      -300    -1,045       125       265       -90      -215      -145      -160       115      -285 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      74.2       0.0       0.9       2.0       0.8       1.7       0.0       0.0      12.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        17         0         .         .         .         .         0         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    10,703                :
: Positions                                                                                                    :
:    8,448     9,754       816       107        24       350         0         0       860       572       205 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -4,199    -4,565       -41        56      -140         0         0         0      -685      -425       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      91.1       7.6       1.0       0.2       3.3       0.0       0.0       8.0       5.3       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        20         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    85,802                :
: Positions                                                                                                    :
:   60,970    62,681    15,832    10,691     1,740         0     3,430         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,732    -3,181      -739      -665       300         0      -625         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      73.1      18.5      12.5       2.0       0.0       4.0       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 11, 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    72,753                :
: Positions                                                                                                    :
:   51,970    52,008    12,428     8,540     2,365         0     3,850         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,670    -1,316      -521    -1,145       900         0      -730         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      71.5      17.1      11.7       3.3       0.0       5.3       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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    24,680                :
: Positions                                                                                                    :
:    6,225    15,725     9,445         0     4,425       300       975         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -555      -915      -195         0         0       -50       -15         0      -140         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.2      63.7      38.3       0.0      17.9       1.2       4.0       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        11         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    59,182                :
: Positions                                                                                                    :
:   34,038    21,855     5,878    23,041       480    11,620     5,945     3,750         0       960         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -647      -705      -793    -1,045      -300         0       305         5         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      36.9       9.9      38.9       0.8      19.6      10.0       6.3       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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    39,481                :
: Positions                                                                                                    :
:   22,447    17,200     8,953    12,685       360     2,215     3,635     3,015         0       360       300 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -650    -1,013      -508      -505      -300      -150       205         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      43.6      22.7      32.1       0.9       5.6       9.2       7.6       0.0       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    21,806                :
: Positions                                                                                                    :
:   13,010    12,816     4,780     1,999       555         0     3,155     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -250        18      -390      -473         0         0      -185         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      58.8      21.9       9.2       2.5       0.0      14.5       8.3       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 11, 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    93,334                :
: Positions                                                                                                    :
:   58,589    31,629         0    35,255     3,740    10,875     1,350     1,315         0     1,215     1,255 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,606    -1,596         0    -1,175      -485    -1,505      -100       150         0      -210        70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      33.9       0.0      37.8       4.0      11.7       1.4       1.4       0.0       1.3       1.3 :
:                                                                                                              :
: 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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    89,634                :
: Positions                                                                                                    :
:   56,194    31,139         0    32,050     3,760    12,000     1,350     1,205         0     3,610       525 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,406    -1,636         0      -645      -370    -1,335      -100       150         0      -335         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      34.7       0.0      35.8       4.2      13.4       1.5       1.3       0.0       4.0       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 11, 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    21,837                :
: Positions                                                                                                    :
:   13,371     3,899         0     1,042       727     2,105     7,895       505       850     3,920       455 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -700      -254         0        44       -39      -250    -1,195         0       -25        -5       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      17.9       0.0       4.8       3.3       9.6      36.2       2.3       3.9      18.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    21,457                :
: Positions                                                                                                    :
:   13,171     3,999         0     1,712       608     2,105     7,645       520       850     3,200       700 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -205      -214         0        -1       -25      -250      -945       -15       -25       190      -230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      18.6       0.0       8.0       2.8       9.8      35.6       2.4       4.0      14.9       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         8         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    71,517                :
: Positions                                                                                                    :
:   19,183    60,080    15,507     9,705        35    26,410         0         0     8,765         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -550    -1,730     1,695     1,080         0    -1,215         0         0      -575         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.8      84.0      21.7      13.6       0.0      36.9       0.0       0.0      12.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    70,885                :
: Positions                                                                                                    :
:   19,775    59,980    15,505     9,005        70    26,010         0         0     8,065         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -640    -1,955     1,315       875         0    -1,215         0         0      -575         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      84.6      21.9      12.7       0.1      36.7       0.0       0.0      11.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         9         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    58,135                :
: Positions                                                                                                    :
:   19,800    51,930     8,650     1,630     1,875     5,450       145        35    19,500         0       140 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,105    -3,055      -720      -100         0      -200        65       -15    -1,070         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      89.3      14.9       2.8       3.2       9.4       0.2       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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    49,210                :
: Positions                                                                                                    :
:   18,960    43,325     9,040     1,990     1,110     5,450        95        35    11,800         0       490 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,255    -2,650      -710      -100         0      -200        15       -15      -580         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      88.0      18.4       4.0       2.3      11.1       0.2       0.1      24.0       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    17,130                :
: Positions                                                                                                    :
:    9,380     9,280       900         0       780        85     2,875         0     2,085       765       530 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -835      -910      -420         0         0       -10      -350         0      -100       -95         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      54.2       5.3       0.0       4.6       0.5      16.8       0.0      12.2       4.5       3.1 :
:                                                                                                              :
: 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 11, 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    66,045                :
: Positions                                                                                                    :
:   35,060    34,960     3,565         0     2,910     2,370    19,850       600    14,700     1,225     1,270 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,010    -3,330      -550         0       145      -125       -50      -240      -705       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      52.9       5.4       0.0       4.4       3.6      30.1       0.9      22.3       1.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    60,685                :
: Positions                                                                                                    :
:   34,830    30,270     3,200         0     3,060     2,145    19,850       600    11,085     1,225     1,270 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,955    -3,240      -540         0       145      -150       -50      -240      -660       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      49.9       5.3       0.0       5.0       3.5      32.7       1.0      18.3       2.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        13         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    63,612                :
: Positions                                                                                                    :
:   37,444    23,421         0    17,818       115    17,055       160     3,755        25    13,180     2,005 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,144      -280         0      -764        25      -665       -25      -100       -25      -780         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      36.8       0.0      28.0       0.2      26.8       0.3       5.9       0.0      20.7       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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    53,056                :
: Positions                                                                                                    :
:   34,903    20,316         0    14,842       340     9,230       235     3,790        25     8,990     2,250 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -2,085      -394         0    -1,096       250      -190        25       -90       -25      -860         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      38.3       0.0      28.0       0.6      17.4       0.4       7.1       0.0      16.9       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        12         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   186,007                :
: Positions                                                                                                    :
:  102,451    83,059    16,693       460     8,762       200    22,380     9,745     1,225    14,595     2,180 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -5,344    -3,323       558       200       472        55      -673      -305       -25      -910       -85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      44.7       9.0       0.2       4.7       0.1      12.0       5.2       0.7       7.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   148,360                :
: Positions                                                                                                    :
:   75,818    72,654    18,036         0     4,335        30    13,735     9,290     1,275     8,695     2,505 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -4,597    -4,487    -1,113         0     1,245        30      -613       -20       -30      -560         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      49.0      12.2       0.0       2.9       0.0       9.3       6.3       0.9       5.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        26         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FJY                                                    Open Interest is    22,840                :
: Positions                                                                                                    :
:    8,070    18,245     9,445       880     2,200     2,100       250         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:     -675      -480        20      -125       -20         0       -50         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.3      79.9      41.4       3.9       9.6       9.2       1.1       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 11, 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    68,986                :
: Positions                                                                                                    :
:   27,090    38,030    17,771     5,266     9,425     1,630         0     8,385         0     3,295         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,450      -765       525       -75      -175      -250         0      -430         0      -345         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      55.1      25.8       7.6      13.7       2.4       0.0      12.2       0.0       4.8       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 11, 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    58,737                :
: Positions                                                                                                    :
:   24,112    29,665    10,821     4,218     6,814     1,415         0     8,760         0     2,720         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,440      -680        -5      -685        40      -240         0      -305         0      -320         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.1      50.5      18.4       7.2      11.6       2.4       0.0      14.9       0.0       4.6       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 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    45,167                :
: Positions                                                                                                    :
:   22,482    20,715       160     6,782     5,085     5,625     2,220     6,255       980         0       700 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:      590    -1,180      -878        72      -242      -900        35       690       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      45.9       0.4      15.0      11.3      12.5       4.9      13.8       2.2       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        15         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 2020   
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    50,725                :
: Positions                                                                                                    :
:   15,620    30,025         0     5,640     4,485    21,345     2,430     4,425       980         0       700 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:       75    -2,065         0     1,200      -320    -1,075       -25       950       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      59.2       0.0      11.1       8.8      42.1       4.8       8.7       1.9       0.0       1.4 :
:                                                                                                              :
: 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 11, 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   178,414                :
: Positions                                                                                                    :
:   92,444   111,307    13,520     3,380    23,906     7,085     1,710     7,765     2,760        50       600 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -3,260     2,485     5,146      -325    -4,998       210      -560      -135      -390        50       600 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      62.4       7.6       1.9      13.4       4.0       1.0       4.4       1.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       26        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 11, 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   121,945                :
: Positions                                                                                                    :
:   67,685    66,877     3,930    11,868    16,710     5,750       770     7,935     2,165         0         0 :
:                                                                                                              :
: Changes from:     August 4, 2020                                                                             :
:   -1,845     1,470       790    -2,150      -390       560       -95      -260      -295         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      54.8       3.2       9.7      13.7       4.7       0.6       6.5       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       23        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated August 14, 2020