Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    16,812                :
: Positions                                                                                                    :
:   13,633     7,703       201     2,765       591       204       625       188       277     3,398     1,094 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:       53       302         0       116       -69         0      -295         5       -12       -73       201 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.1      45.8       1.2      16.4       3.5       1.2       3.7       1.1       1.6      20.2       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        11         .         4         .         .         .         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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     9,570                :
: Positions                                                                                                    :
:    4,649     5,750       771       960     1,271       903       160       307       701       516       520 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -897      -434        84        25      -105       129        32      -184       122      -207       -72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.6      60.1       8.1      10.0      13.3       9.4       1.7       3.2       7.3       5.4       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        17         .         .         .         .         .         .         4         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    35,202                :
: Positions                                                                                                    :
:   22,490    30,796     4,430     1,144     1,796       504       105       577     4,770       284       500 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      260       615       100      -335        47      -100       -25       126        25       150        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      87.5      12.6       3.2       5.1       1.4       0.3       1.6      13.6       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        22         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    30,983                :
: Positions                                                                                                    :
:   24,055    25,348         0     4,355       930       818         0       150     4,560         0       200 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      746       651         0       395       -45       375         0       -60       -75         0       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      81.8       0.0      14.1       3.0       2.6       0.0       0.5      14.7       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        17         0         .         .         .         0         .         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   138,289                :
: Positions                                                                                                    :
:   99,087   107,360     2,053    11,015     9,957    16,444       388     2,890     4,556     3,759     2,784 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -4,874    -5,141        91     1,269      -362       469        34      -274       437         9      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      77.6       1.5       8.0       7.2      11.9       0.3       2.1       3.3       2.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       31        33         .         .         5         9         4         6         7         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    60,221                :
: Positions                                                                                                    :
:   48,971    44,388     2,470    10,851     3,358     3,587        25       119       916       546       800 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -5,093    -5,821      -250       256      -428        57      -165       -32      -822      -370       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      73.7       4.1      18.0       5.6       6.0       0.0       0.2       1.5       0.9       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        22         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    34,525                :
: Positions                                                                                                    :
:   33,104    24,155        62     7,647       659         0       804         0       525     1,085       175 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,523    -2,400      -212      -219      -411         0      -426         0      -225        85        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     95.9      70.0       0.2      22.1       1.9       0.0       2.3       0.0       1.5       3.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    54,763                :
: Positions                                                                                                    :
:   32,803    21,132       970    24,682     2,517    14,230        50        50       721     3,002     3,227 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      605    -1,289        58       523      -409      -225       -50         0      -654       570      -330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      38.6       1.8      45.1       4.6      26.0       0.1       0.1       1.3       5.5       5.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        20         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    68,519                :
: Positions                                                                                                    :
:   40,943    23,643         0    35,934     3,251    20,277        65        50     1,312     3,390     2,105 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -293    -1,943         0       -75      -154      -646      -355         0      -636       729      -485 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      34.5       0.0      52.4       4.7      29.6       0.1       0.1       1.9       4.9       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        21         0         4         4         6         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    65,401                :
: Positions                                                                                                    :
:   47,843    41,409     9,668    18,827     3,196        25       100         0     2,776       408     1,461 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -3,164    -1,947       150      -616      -135         0         0         0       445       -36      -103 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      63.3      14.8      28.8       4.9       0.0       0.2       0.0       4.2       0.6       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        21         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    82,059                :
: Positions                                                                                                    :
:   58,689    46,342    17,739    32,251       843        25       120         0     2,454       641     1,847 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -4,038    -2,715      -182    -1,226      -138      -265       -75         0       410       -64      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      56.5      21.6      39.3       1.0       0.0       0.1       0.0       3.0       0.8       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        23         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    41,916                :
: Positions                                                                                                    :
:   27,544    38,351    10,669         0     3,099         0         0         0       175       125        50 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      -90         0       180         0       -75         0         0         0       -55       125      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      91.5      25.5       0.0       7.4       0.0       0.0       0.0       0.4       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        14         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    30,898                :
: Positions                                                                                                    :
:   29,128    15,818         0    13,156       984         0       600         0       360       326         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -634      -389         0      -240        60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      51.2       0.0      42.6       3.2       0.0       1.9       0.0       1.2       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        17         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                               :
CFTC Code #06439N                                                    Open Interest is    24,157                :
: Positions                                                                                                    :
:   15,024    21,815     4,725         0     1,865         0         0         0     2,075       132       345 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      449       474         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      90.3      19.6       0.0       7.7       0.0       0.0       0.0       8.6       0.5       1.4 :
:                                                                                                              :
: 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 September 8, 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    92,556                :
: Positions                                                                                                    :
:   68,485    66,050       125     8,164     9,039     6,368       683       489     3,839     5,232     2,366 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -393       654       -85        86        -9        10         1         6       102         2       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      71.4       0.1       8.8       9.8       6.9       0.7       0.5       4.1       5.7       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       34        33         .         .         .         5         .         4        10         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    17,884                :
: Positions                                                                                                    :
:   12,762    17,188     3,941         0       396       725         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      396       281         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      96.1      22.0       0.0       2.2       4.1       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        15         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    17,924                :
: Positions                                                                                                    :
:   12,802    17,228     3,941         0       396       725         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      396       281         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      96.1      22.0       0.0       2.2       4.0       0.0       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        15         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    52,025                :
: Positions                                                                                                    :
:   44,840    38,354         0     4,876     3,612         0       600         0       795     1,825     2,310 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      810       910         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      73.7       0.0       9.4       6.9       0.0       1.2       0.0       1.5       3.5       4.4 :
:                                                                                                              :
: 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 September 8, 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    46,677                :
: Positions                                                                                                    :
:   35,263    41,542     6,207         0     4,564         0         0         0       275       165        85 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -226        40       180         0       -75         0         0         0      -115        65       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      89.0      13.3       0.0       9.8       0.0       0.0       0.0       0.6       0.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        18         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    47,250                :
: Positions                                                                                                    :
:   41,164    31,582         0    10,356     3,717       920       988         0       180       185       250 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -139       395         0      -350        20       120         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      66.8       0.0      21.9       7.9       1.9       2.1       0.0       0.4       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        21         0         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    60,554                :
: Positions                                                                                                    :
:   47,628    57,389     8,071       260     2,375         0        25         0     1,650       200        60 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,390    -3,186      -505       -10       -90         0         0         0      -216        50       -44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      94.8      13.3       0.4       3.9       0.0       0.0       0.0       2.7       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        11         4         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    64,824                :
: Positions                                                                                                    :
:   54,925    58,300     4,120     2,070     3,185         0       646         0     1,800       100       338 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -3,058    -3,518      -716      -330        60         0      -270         0      -345         0       105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      89.9       6.4       3.2       4.9       0.0       1.0       0.0       2.8       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        12         .         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    81,794                :
: Positions                                                                                                    :
:   65,806    74,001     8,748     3,809     1,273         0       513        20     3,465         0     2,108 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -3,391    -2,750      -300      -339       -10         0       -15        -5       609         0      -151 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      90.5      10.7       4.7       1.6       0.0       0.6       0.0       4.2       0.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        18         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    99,683                :
: Positions                                                                                                    :
:   81,312    87,890     9,937     4,056     2,241       132       565       366     1,868       907     3,488 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -4,035    -3,521       -90        -3      -251      -482       -95       110       771      -402      -239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      88.2      10.0       4.1       2.2       0.1       0.6       0.4       1.9       0.9       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        22         5         .         .         .         5         4         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    63,789                :
: Positions                                                                                                    :
:   45,514    57,531    17,414     1,057       861         0     4,020         0         0       225         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,027    -2,400      -980      -155         0         0       148         0         0      -635         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      90.2      27.3       1.7       1.3       0.0       6.3       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    54,985                :
: Positions                                                                                                    :
:   36,760    54,025    17,190         0       435         0       225         0       550       250        50 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,670    -1,825      -405         0         0         0         0         0         0      -250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      98.3      31.3       0.0       0.8       0.0       0.4       0.0       1.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    59,135                :
: Positions                                                                                                    :
:   34,963    51,266    16,319        77     5,575       550       325         0     1,159     1,410       415 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -581       111       580         0       -16      -100       290         0        57      -426      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      86.7      27.6       0.1       9.4       0.9       0.5       0.0       2.0       2.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        18         5         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    67,363                :
: Positions                                                                                                    :
:   44,854    56,287    13,383       435     4,996     1,628     3,322       165     1,358     1,436       397 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      452     1,543     1,157        70      -201      -390       -80       -20        71        45      -131 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      83.6      19.9       0.6       7.4       2.4       4.9       0.2       2.0       2.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        19         .         .         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    23,647                :
: Positions                                                                                                    :
:   10,625    20,551    12,328         0       436         0     1,575         0         0       780         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -946    -1,463      -603         0         0         0        10         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      86.9      52.1       0.0       1.8       0.0       6.7       0.0       0.0       3.3       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 September 8, 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    23,486                :
: Positions                                                                                                    :
:   10,650    22,392    11,955         0       384         0       525         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -860    -1,105      -374         0      -161         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      95.3      50.9       0.0       1.6       0.0       2.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    26,757                :
: Positions                                                                                                    :
:   21,189    18,202     2,585     5,967       404        30       204       300     1,248       584       430 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,989    -1,613      -220      -128      -103        30      -160       -30      -351      -160       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      68.0       9.7      22.3       1.5       0.1       0.8       1.1       4.7       2.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    15,279                :
: Positions                                                                                                    :
:   12,368    11,564     1,373     1,535       123         0       680         0       135       731       182 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,483    -1,358       -45      -274       -57         0      -155         0      -275       -35       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      75.7       9.0      10.0       0.8       0.0       4.5       0.0       0.9       4.8       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         8         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    55,010                :
: Positions                                                                                                    :
:   41,444    26,833     7,243    20,717       192     2,535     4,778       220     2,346     1,356       865 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,710    -1,903      -309      -744       -50       -26      -456       -69      -152       -69       -88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      48.8      13.2      37.7       0.3       4.6       8.7       0.4       4.3       2.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        19         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    34,089                :
: Positions                                                                                                    :
:   29,065    12,816     1,669    17,069     1,030       735     1,365        60       551       969       653 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,798    -1,115      -472      -863       -53       -20       -84         0       -20      -124        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      37.6       4.9      50.1       3.0       2.2       4.0       0.2       1.6       2.8       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        14         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    16,967                :
: Positions                                                                                                    :
:    7,966    16,316     7,490         0       500       325        36        50       550        25        25 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:        0       150         0         0         0         0         0         0       125       -25        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      96.2      44.1       0.0       2.9       1.9       0.2       0.3       3.2       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        17         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    21,812                :
: Positions                                                                                                    :
:    9,746    21,147    10,549         0       640         0         0         0       825        25         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.7      97.0      48.4       0.0       2.9       0.0       0.0       0.0       3.8       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         0         .         0         0         0         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    10,643                :
: Positions                                                                                                    :
:    6,058     7,240     2,088     1,700     1,028        90         0         0       250       100       440 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -488      -490      -141      -200         0       -25         0         0         5         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.9      68.0      19.6      16.0       9.7       0.8       0.0       0.0       2.3       0.9       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        10         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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     9,703                :
: Positions                                                                                                    :
:    5,250     6,230     2,052     1,700     1,043        90         0         0       120       100       495 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -458      -490      -129      -200         0       -25         0         0       -45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.1      64.2      21.1      17.5      10.7       0.9       0.0       0.0       1.2       1.0       5.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    38,423                :
: Positions                                                                                                    :
:   18,410    28,643    15,435         0       200       125        50         0     1,280     6,850     2,670 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,910    -2,316      -670         0         0       -25         0         0       185       -25      -285 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.9      74.5      40.2       0.0       0.5       0.3       0.1       0.0       3.3      17.8       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         .         0         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    38,773                :
: Positions                                                                                                    :
:   19,150    29,108    15,065         0       260       125        50         0     1,375     6,850     2,495 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,896    -2,137      -440         0         0       -25         0         0       120       -25      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      75.1      38.9       0.0       0.7       0.3       0.1       0.0       3.5      17.7       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         .         0         .         .         .         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   105,736                :
: Positions                                                                                                    :
:   74,754    82,957    20,657     5,519     7,044         0     2,521       820     1,296     5,755     1,103 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -7,544    -7,198      -791      -610      -170         0      -315      -125       -96      -325      -137 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      78.5      19.5       5.2       6.7       0.0       2.4       0.8       1.2       5.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        28         4         .         .         0         5         4         5         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   116,511                :
: Positions                                                                                                    :
:   80,740    93,688    20,520     2,440     8,688       624     1,629     2,567     1,295     5,448     2,035 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -8,677   -10,659    -1,189       796      -699      -720      -598       -25       -77      -207      -296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      80.4      17.6       2.1       7.5       0.5       1.4       2.2       1.1       4.7       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       35        29         5         .         5         .         .         5         5         8         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   556,900                :
: Positions                                                                                                    :
:  321,084   375,501    30,584     4,011    96,831    22,187    11,206    38,383    21,913     4,920    25,328 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -5,847   -11,729    -6,295       245       710      -952        38       -92       890      -772      -771 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      67.4       5.5       0.7      17.4       4.0       2.0       6.9       3.9       0.9       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       43        42         4         .         5        13         7        11        18         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    16,435                :
: Positions                                                                                                    :
:   10,329    13,655     1,385     1,110       915       760       399       266     2,615        25        25 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -560      -765       285        -8      -285       -50       251      -251      -297        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      83.1       8.4       6.8       5.6       4.6       2.4       1.6      15.9       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,616                :
: Positions                                                                                                    :
:    7,867    10,415     1,425     1,332     1,094       235       600        65     2,765        25        25 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -465      -775       150       218      -203       135       150      -150      -317        25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.8      76.5      10.5       9.8       8.0       1.7       4.4       0.5      20.3       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is     6,900                :
: Positions                                                                                                    :
:    5,845     4,995         0       410         0         5       200        50        90       340        95 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -470       -45      -105        95       -95         0         0         0      -180      -795       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      72.4       0.0       5.9       0.0       0.1       2.9       0.7       1.3       4.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        13         0         .         0         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    11,328                :
: Positions                                                                                                    :
:    9,077     9,584       841        12       119       330         0         0        60       510       755 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      234       265         0         0         0         0         0         0         0      -202         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      84.6       7.4       0.1       1.1       2.9       0.0       0.0       0.5       4.5       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       12        19         .         .         .         .         0         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    84,773                :
: Positions                                                                                                    :
:   59,855    61,212    14,768    11,626     1,750         0     2,805         0     1,020         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -3,190    -3,014      -644      -195         0         0      -625         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      72.2      17.4      13.7       2.1       0.0       3.3       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        18         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    72,848                :
: Positions                                                                                                    :
:   51,454    51,658    11,702     9,435     2,365         0     3,095         0       840         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,461    -1,815      -426      -125         0         0      -755         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      70.9      16.1      13.0       3.2       0.0       4.2       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        18         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    25,125                :
: Positions                                                                                                    :
:    7,520    13,975     6,565         0     5,855       250       960         0       870         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -170    -1,115      -780         0       600       -50       -15         0      -140         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.9      55.6      26.1       0.0      23.3       1.0       3.8       0.0       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         0         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    61,222                :
: Positions                                                                                                    :
:   36,986    21,840     5,910    21,996        66    11,620    10,030     3,135         0       910        50 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      -67      -615    -1,183    -1,045        66         0       455      -175         0       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      35.7       9.7      35.9       0.1      19.0      16.4       5.1       0.0       1.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        16         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    41,408                :
: Positions                                                                                                    :
:   24,365    16,840     9,610    12,180        30     2,065     6,920     2,990         0       360       300 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:       15      -608      -658      -505         0      -150       305       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      40.7      23.2      29.4       0.1       5.0      16.7       7.2       0.0       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        15         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    20,671                :
: Positions                                                                                                    :
:   12,175    12,359     4,390     1,646       555         0     2,920     1,800         0         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -775      -337      -390      -413         0         0      -235         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      59.8      21.2       8.0       2.7       0.0      14.1       8.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        10         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    89,998                :
: Positions                                                                                                    :
:   54,893    31,315         0    33,660     3,370    12,505     1,460     1,230         0       958     1,430 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,680    -1,660         0    -1,740         0      -890      -120      -110         0       -40         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      34.8       0.0      37.4       3.7      13.9       1.6       1.4       0.0       1.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        19         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    86,354                :
: Positions                                                                                                    :
:   53,014    30,654         0    31,035     3,090    13,305     1,385     1,280         0     3,215       525 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,160    -1,640         0    -1,315         0    -1,115       -95        -5         0      -215         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      35.5       0.0      35.9       3.6      15.4       1.6       1.5       0.0       3.7       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 September 8, 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    22,651                :
: Positions                                                                                                    :
:   12,595     3,765       894       225       934       535     6,875     1,810       825     4,485       420 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,006       -84       894      -322       -78    -1,570    -1,195     1,320       -25       -35       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      16.6       3.9       1.0       4.1       2.4      30.4       8.0       3.6      19.8       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    22,436                :
: Positions                                                                                                    :
:   12,715     3,865       334       225     1,459       535     6,875     1,810       825     3,885       545 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -626       -84       334      -932       516    -1,570      -945     1,305       -25        85      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      17.2       1.5       1.0       6.5       2.4      30.6       8.1       3.7      17.3       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         7         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    68,320                :
: Positions                                                                                                    :
:   19,035    59,605    14,670     6,315       140    23,795         0         0     8,965         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -708    -4,455      -962      -590         0    -2,615         0         0      -575         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      87.2      21.5       9.2       0.2      34.8       0.0       0.0      13.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    55,955                :
: Positions                                                                                                    :
:   19,485    49,345     6,550     1,410     2,315     5,250       235        35    19,395         0       170 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,065    -2,930    -1,050      -100       -50      -200       -60         0      -780         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      88.2      11.7       2.5       4.1       9.4       0.4       0.1      34.7       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    47,485                :
: Positions                                                                                                    :
:   18,340    40,965     6,940     1,770     1,550     5,250       160        35    12,195         0       570 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,270    -2,555    -1,000      -100       -50      -200       -60         0      -255         0        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.6      86.3      14.6       3.7       3.3      11.1       0.3       0.1      25.7       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         .         .         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    67,035                :
: Positions                                                                                                    :
:   33,710    39,315     1,620       960     3,455     3,290    14,400       645    16,930     1,200     1,200 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,360    -3,045      -750       960       205     1,070       -50      -200      -105       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      58.6       2.4       1.4       5.2       4.9      21.5       1.0      25.3       1.8       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        13         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    60,935                :
: Positions                                                                                                    :
:   32,310    34,655     1,620       100     3,820     3,090    14,400       645    13,260     1,200     1,200 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,290    -2,875    -1,585       100       860     1,095       -50      -200       -60       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      56.9       2.7       0.2       6.3       5.1      23.6       1.1      21.8       2.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        13         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    63,272                :
: Positions                                                                                                    :
:   36,201    23,581         0    18,535        90    18,940        85     3,730         0    12,980     1,655 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,903      -960         0    -1,393         0      -765        75      -115       -25      -430         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      37.3       0.0      29.3       0.1      29.9       0.1       5.9       0.0      20.5       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        11         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    52,851                :
: Positions                                                                                                    :
:   33,116    20,586         0    15,425        90    11,490       135     3,700         0     8,660     1,900 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,402      -605         0    -1,527         0      -140        50       -90       -25      -510         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      39.0       0.0      29.2       0.2      21.7       0.3       7.0       0.0      16.4       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       19        11         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   183,904                :
: Positions                                                                                                    :
:  100,991    76,438    23,113       460     6,374       425    31,792     7,615     1,200    17,020     1,430 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -6,407    -3,358     1,006       100      -493       -45    -1,798      -205       -25      -390       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      41.6      12.6       0.3       3.5       0.2      17.3       4.1       0.7       9.3       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        27         .         .         .         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   146,526                :
: Positions                                                                                                    :
:   76,403    64,652    21,505         0     3,551       325    23,257     7,340     1,200    11,510     2,175 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -5,360    -4,382      -435         0        63        50    -1,438       -50       -25        75       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      44.1      14.7       0.0       2.4       0.2      15.9       5.0       0.8       7.9       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        27         .         0         .         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    67,149                :
: Positions                                                                                                    :
:   26,915    36,378    18,151     6,416     8,665       985       530     7,525        83     2,900         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -685    -1,650      -545       385      -315      -130       295      -625         0      -395         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      54.2      27.0       9.6      12.9       1.5       0.8      11.2       0.1       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        16         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 2020 
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    57,775                :
: Positions                                                                                                    :
:   24,525    29,670    11,186     4,146     6,629     1,030       630     7,825         0     2,400         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:     -987      -930      -560      -762       275      -120       195      -500         0      -320         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.4      51.4      19.4       7.2      11.5       1.8       1.1      13.5       0.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        17         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    42,860                :
: Positions                                                                                                    :
:   19,680    19,935     1,075     5,405     5,255     5,675     2,555     5,890     1,120         0       560 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,077      -230       427      -390      -427        50        35      -260       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.9      46.5       2.5      12.6      12.3      13.2       6.0      13.7       2.6       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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    49,925                :
: Positions                                                                                                    :
:   15,005    29,850         0     4,290     4,935    20,920     2,905     4,300     1,120         0       560 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:      195       -80         0      -150       -85      -425       125         0       140         0      -140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.1      59.8       0.0       8.6       9.9      41.9       5.8       8.6       2.2       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        15         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   186,080                :
: Positions                                                                                                    :
:  102,825   120,497    13,486     5,872    20,796     8,945     1,600     7,050     2,320        10       640 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -1,258      -149     2,213       303    -2,633        60       390      -925      -440         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      64.8       7.2       3.2      11.2       4.8       0.9       3.8       1.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       26        27         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 8, 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   126,030                :
: Positions                                                                                                    :
:   73,560    73,870     1,450     9,545    14,565     6,910       375     7,860     1,870         0         0 :
:                                                                                                              :
: Changes from:     September 1, 2020                                                                          :
:   -2,605    -1,472       590    -1,168      -295      -440       -95      -325      -295         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      58.6       1.2       7.6      11.6       5.5       0.3       6.2       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        24         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------



Updated September 11, 2020