ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    87,527:     2,475      4,491        300     78,542     76,487     81,317     81,278:     6,210      6,249
Old  :    87,527:     2,475      4,491        300     78,542     76,487     81,317     81,278:     6,210      6,249
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       545:         0          0          0        705        705        705        705:      -160       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        5.1        0.3       89.7       87.4       92.9       92.9:       7.1        7.1
Old  :     100.0:       2.8        5.1        0.3       89.7       87.4       92.9       92.9:       7.1        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          2          1         18         17         20         19:
Old  :        26:         1          2          1         18         17         20         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       67.5       85.6       84.5       72.1       67.0       80.7       78.5
Old  :                 75.1       67.5       85.6       84.5       72.1       67.0       80.7       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                    Code-064AAB
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    68,014:     2,190      3,646         60     59,768     58,288     62,018     61,994:     5,996      6,020
Old  :    68,014:     2,190      3,646         60     59,768     58,288     62,018     61,994:     5,996      6,020
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       540:         0          0          0        715        715        715        715:      -175       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.2        5.4        0.1       87.9       85.7       91.2       91.1:       8.8        8.9
Old  :     100.0:       3.2        5.4        0.1       87.9       85.7       91.2       91.1:       8.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          1          1         19         17         21         18:
Old  :        24:         1          1          1         19         17         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.2       63.3       85.2       81.4       73.2       62.7       79.4       78.2
Old  :                 76.2       63.3       85.2       81.4       73.2       62.7       79.4       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                                                              Code-064CTQ
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    14,763:     2,840          0        150     11,152     14,225     14,142     14,375:       621        388
Old  :    14,763:     2,840          0        150     11,152     14,225     14,142     14,375:       621        388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2        0.0        1.0       75.5       96.4       95.8       97.4:       4.2        2.6
Old  :     100.0:      19.2        0.0        1.0       75.5       96.4       95.8       97.4:       4.2        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          0          1         10         12         13         13:
Old  :        20:         3          0          1         10         12         13         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       81.0       85.8       94.2       68.4       77.9       81.6       89.4
Old  :                 69.6       81.0       85.8       94.2       68.4       77.9       81.6       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    39,882:     4,382      4,658      1,800     30,611     30,215     36,793     36,673:     3,089      3,209
Old  :    39,882:     4,382      4,658      1,800     30,611     30,215     36,793     36,673:     3,089      3,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :     1,409:         0          0          0      1,299      1,299      1,299      1,299:       110        110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.0       11.7        4.5       76.8       75.8       92.3       92.0:       7.7        8.0
Old  :     100.0:      11.0       11.7        4.5       76.8       75.8       92.3       92.0:       7.7        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          2          2         18         21         21         25:
Old  :        30:         3          2          2         18         21         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       56.3       69.2       72.9       33.9       46.8       49.7       59.6
Old  :                 44.9       56.3       69.2       72.9       33.9       46.8       49.7       59.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,620:       256      6,778      1,050     25,129     18,507     26,435     26,335:     2,185      2,285
Old  :    28,620:       256      6,778      1,050     25,129     18,507     26,435     26,335:     2,185      2,285
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :     1,544:         0          0          0      1,365      1,485      1,365      1,485:       179         59
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       23.7        3.7       87.8       64.7       92.4       92.0:       7.6        8.0
Old  :     100.0:       0.9       23.7        3.7       87.8       64.7       92.4       92.0:       7.6        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          3          2         17         14         20         18:
Old  :        26:         2          3          2         17         14         20         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       57.2       74.9       80.1       46.5       49.3       59.5       60.5
Old  :                 54.2       57.2       74.9       80.1       46.5       49.3       59.5       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                              Code-064CZS
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    22,117:       110      5,826          0     19,053     13,667     19,163     19,493:     2,954      2,624
Old  :    22,117:       110      5,826          0     19,053     13,667     19,163     19,493:     2,954      2,624
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       300:         0          0          0        300        460        300        460:         0       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       26.3        0.0       86.1       61.8       86.6       88.1:      13.4       11.9
Old  :     100.0:       0.5       26.3        0.0       86.1       61.8       86.6       88.1:      13.4       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          1          0         15         11         16         12:
Old  :        21:         1          1          0         15         11         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       75.1       76.6       84.9       54.7       71.9       68.5       75.3
Old  :                 58.2       75.1       76.6       84.9       54.7       71.9       68.5       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                Code-064DEU
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    21,101:         0     10,185        475     18,940      8,856     19,415     19,516:     1,686      1,585
Old  :    21,101:         0     10,185        475     18,940      8,856     19,415     19,516:     1,686      1,585
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       805:         0        300          0        805        505        805        805:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       48.3        2.3       89.8       42.0       92.0       92.5:       8.0        7.5
Old  :     100.0:       0.0       48.3        2.3       89.8       42.0       92.0       92.5:       8.0        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          4          2         13         15         15         19:
Old  :        21:         0          4          2         13         15         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       67.9       83.3       83.0       50.7       63.6       68.5       69.1
Old  :                 60.5       67.9       83.3       83.0       50.7       63.6       68.5       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    98,850:    16,707      1,200        620     68,863     84,171     86,190     85,991:    12,660     12,859
Old  :    98,850:    16,707      1,200        620     68,863     84,171     86,190     85,991:    12,660     12,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :     1,185:         0          0          0        757        742        757        742:       428        443
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        1.2        0.6       69.7       85.2       87.2       87.0:      12.8       13.0
Old  :     100.0:      16.9        1.2        0.6       69.7       85.2       87.2       87.0:      12.8       13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          2         20         19         23         23:
Old  :        27:         3          2          2         20         19         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       58.9       77.7       75.3       60.1       58.8       69.7       70.3
Old  :                 64.7       58.9       77.7       75.3       60.1       58.8       69.7       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064DLX
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    96,418:    21,508      1,450        396     60,804     80,756     82,708     82,602:    13,710     13,816
Old  :    96,418:    21,508      1,450        396     60,804     80,756     82,708     82,602:    13,710     13,816
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :     1,050:         0          0          0        707        707        707        707:       343        343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        1.5        0.4       63.1       83.8       85.8       85.7:      14.2       14.3
Old  :     100.0:      22.3        1.5        0.4       63.1       83.8       85.8       85.7:      14.2       14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         3          3          2         18         18         22         22:
Old  :        28:         3          3          2         18         18         22         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       57.1       74.2       74.4       54.7       57.1       66.5       68.7
Old  :                 58.5       57.1       74.2       74.4       54.7       57.1       66.5       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,141:       970     14,155        100     23,277     10,317     24,347     24,572:     3,794      3,569
Old  :    28,141:       970     14,155        100     23,277     10,317     24,347     24,572:     3,794      3,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       50.3        0.4       82.7       36.7       86.5       87.3:      13.5       12.7
Old  :     100.0:       3.4       50.3        0.4       82.7       36.7       86.5       87.3:      13.5       12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          5          1         18         10         20         15:
Old  :        26:         1          5          1         18         10         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       56.5       65.0       76.0       43.3       50.5       56.8       60.3
Old  :                 45.8       56.5       65.0       76.0       43.3       50.5       56.8       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    27,841:       970     13,955        100     23,102     10,342     24,172     24,397:     3,669      3,444
Old  :    27,841:       970     13,955        100     23,102     10,342     24,172     24,397:     3,669      3,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       50.1        0.4       83.0       37.1       86.8       87.6:      13.2       12.4
Old  :     100.0:       3.5       50.1        0.4       83.0       37.1       86.8       87.6:      13.2       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          5          1         18         10         20         15:
Old  :        26:         1          5          1         18         10         20         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       56.7       65.0       76.5       43.7       51.1       57.4       61.1
Old  :                 46.2       56.7       65.0       76.5       43.7       51.1       57.4       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064ERM
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,312:    14,195          0          0     35,583     49,848     49,778     49,848:     2,534      2,464
Old  :    52,312:    14,195          0          0     35,583     49,848     49,778     49,848:     2,534      2,464
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :        15:         0          0          0        -40        -25        -40        -25:        55         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        0.0        0.0       68.0       95.3       95.2       95.3:       4.8        4.7
Old  :     100.0:      27.1        0.0        0.0       68.0       95.3       95.2       95.3:       4.8        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4          0          0         12         16         16         16:
Old  :        24:         4          0          0         12         16         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       84.4       92.4       91.1       70.5       83.9       90.5       89.9
Old  :                 71.8       84.4       92.4       91.1       70.5       83.9       90.5       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064ERN
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    56,351:    13,535      4,800          0     40,671     49,466     54,206     54,266:     2,145      2,085
Old  :    56,351:    13,535      4,800          0     40,671     49,466     54,206     54,266:     2,145      2,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       115:         0          0          0        115        115        115        115:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0        8.5        0.0       72.2       87.8       96.2       96.3:       3.8        3.7
Old  :     100.0:      24.0        8.5        0.0       72.2       87.8       96.2       96.3:       3.8        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          1          0         12         14         15         15:
Old  :        22:         3          1          0         12         14         15         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       83.0       93.4       92.9       72.6       82.6       91.8       91.9
Old  :                 73.7       83.0       93.4       92.9       72.6       82.6       91.8       91.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    53,780:    11,365        575        185     39,300     51,075     50,850     51,835:     2,930      1,945
Old  :    53,780:    11,365        575        185     39,300     51,075     50,850     51,835:     2,930      1,945
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       600:         0          0          0        600        600        600        600:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.1        1.1        0.3       73.1       95.0       94.6       96.4:       5.4        3.6
Old  :     100.0:      21.1        1.1        0.3       73.1       95.0       94.6       96.4:       5.4        3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          3         17         13         21         17:
Old  :        26:         4          1          3         17         13         21         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       85.5       74.5       92.8       56.2       83.4       71.3       87.6
Old  :                 58.7       85.5       74.5       92.8       56.2       83.4       71.3       87.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    48,905:     8,410        575        595     37,385     46,115     46,390     47,285:     2,515      1,620
Old  :    48,905:     8,410        575        595     37,385     46,115     46,390     47,285:     2,515      1,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       625:         0          0          0        600        600        600        600:        25         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2        1.2        1.2       76.4       94.3       94.9       96.7:       5.1        3.3
Old  :     100.0:      17.2        1.2        1.2       76.4       94.3       94.9       96.7:       5.1        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          1          3         17         12         21         16:
Old  :        25:         4          1          3         17         12         21         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       83.4       75.9       91.9       55.5       81.1       71.5       86.8
Old  :                 58.9       83.4       75.9       91.9       55.5       81.1       71.5       86.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    84,185:    24,120        485      2,215     54,220     78,285     80,555     80,985:     3,630      3,200
Old  :    84,185:    24,120        485      2,215     54,220     78,285     80,555     80,985:     3,630      3,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.7        0.6        2.6       64.4       93.0       95.7       96.2:       4.3        3.8
Old  :     100.0:      28.7        0.6        2.6       64.4       93.0       95.7       96.2:       4.3        3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          3          4         18         14         23         20:
Old  :        32:         4          3          4         18         14         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       76.5       82.9       88.7       57.7       76.2       77.3       85.0
Old  :                 61.9       76.5       82.9       88.7       57.7       76.2       77.3       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    81,295:    22,635        760      2,215     53,550     75,655     78,400     78,630:     2,895      2,665
Old  :    81,295:    22,635        760      2,215     53,550     75,655     78,400     78,630:     2,895      2,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8        0.9        2.7       65.9       93.1       96.4       96.7:       3.6        3.3
Old  :     100.0:      27.8        0.9        2.7       65.9       93.1       96.4       96.7:       3.6        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          3          4         18         14         23         20:
Old  :        31:         4          3          4         18         14         23         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       75.8       83.7       88.9       59.4       75.5       76.9       84.6
Old  :                 63.8       75.8       83.7       88.9       59.4       75.5       76.9       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    60,392:    14,585      3,630      2,535     37,100     48,194     54,220     54,359:     6,172      6,033
Old  :    60,392:    14,585      3,630      2,535     37,100     48,194     54,220     54,359:     6,172      6,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       300:         0          0          0        300        300        300        300:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2        6.0        4.2       61.4       79.8       89.8       90.0:      10.2       10.0
Old  :     100.0:      24.2        6.0        4.2       61.4       79.8       89.8       90.0:      10.2       10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          2         20         12         26         14:
Old  :        28:         4          2          2         20         12         26         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       74.8       69.0       86.8       53.2       65.8       64.1       74.7
Old  :                 54.5       74.8       69.0       86.8       53.2       65.8       64.1       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,530:    10,650      1,765      2,765     32,805     42,042     46,220     46,572:     6,310      5,958
Old  :    52,530:    10,650      1,765      2,765     32,805     42,042     46,220     46,572:     6,310      5,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       300:         0          0          0        300        300        300        300:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3        3.4        5.3       62.5       80.0       88.0       88.7:      12.0       11.3
Old  :     100.0:      20.3        3.4        5.3       62.5       80.0       88.0       88.7:      12.0       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         4          2          2         18         11         24         13:
Old  :        28:         4          2          2         18         11         24         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       72.1       68.6       84.9       50.6       63.2       62.5       70.7
Old  :                 55.2       72.1       68.6       84.9       50.6       63.2       62.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   230,581:       220     60,534        671    174,455    114,181    175,346    175,386:    55,235     55,195
Old  :   230,581:       220     60,534        671    174,455    114,181    175,346    175,386:    55,235     55,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :    -1,598:      -125        100          0     -1,873     -2,098     -1,998     -1,998:       400        400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       26.3        0.3       75.7       49.5       76.0       76.1:      24.0       23.9
Old  :     100.0:       0.1       26.3        0.3       75.7       49.5       76.0       76.1:      24.0       23.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          7          3         26         32         31         39:
Old  :        43:         2          7          3         26         32         31         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       35.6       63.5       51.6       35.1       30.4       49.1       43.4
Old  :                 45.8       35.6       63.5       51.6       35.1       30.4       49.1       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   210,906:       220     53,725      1,618    158,473    105,008    160,311    160,351:    50,595     50,555
Old  :   210,906:       220     53,725      1,618    158,473    105,008    160,311    160,351:    50,595     50,555
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :    -1,304:      -100        100          0     -1,584     -1,784     -1,684     -1,684:       380        380
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       25.5        0.8       75.1       49.8       76.0       76.0:      24.0       24.0
Old  :     100.0:       0.1       25.5        0.8       75.1       49.8       76.0       76.0:      24.0       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         2          7          4         26         31         32         38:
Old  :        43:         2          7          4         26         31         32         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       36.5       62.2       53.4       36.3       31.2       49.0       45.1
Old  :                 46.6       36.5       62.2       53.4       36.3       31.2       49.0       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKA
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    51,339:     4,690      1,045      1,000     39,424     43,314     45,114     45,359:     6,225      5,980
Old  :    51,339:     4,690      1,045      1,000     39,424     43,314     45,114     45,359:     6,225      5,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :      -425:         0          0          0       -470       -455       -470       -455:        45         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.1        2.0        1.9       76.8       84.4       87.9       88.4:      12.1       11.6
Old  :     100.0:       9.1        2.0        1.9       76.8       84.4       87.9       88.4:      12.1       11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          2          3         17         19         21         23:
Old  :        27:         3          2          3         17         19         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       45.2       72.0       69.4       40.1       36.0       49.2       47.7
Old  :                 57.4       45.2       72.0       69.4       40.1       36.0       49.2       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKB
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    44,125:     4,230        815      1,150     31,570     35,245     36,950     37,210:     7,175      6,915
Old  :    44,125:     4,230        815      1,150     31,570     35,245     36,950     37,210:     7,175      6,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :        40:         0          0          0         40         40         40         40:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6        1.8        2.6       71.5       79.9       83.7       84.3:      16.3       15.7
Old  :     100.0:       9.6        1.8        2.6       71.5       79.9       83.7       84.3:      16.3       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          2          3         18         20         21         24:
Old  :        26:         2          2          3         18         20         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       47.4       68.7       65.8       43.9       39.7       50.5       47.8
Old  :                 54.5       47.4       68.7       65.8       43.9       39.7       50.5       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKC
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    48,571:     4,390      3,805        486     38,680     39,575     43,556     43,866:     5,015      4,705
Old  :    48,571:     4,390      3,805        486     38,680     39,575     43,556     43,866:     5,015      4,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       150:         0          0          0        165        150        165        150:       -15          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.8        1.0       79.6       81.5       89.7       90.3:      10.3        9.7
Old  :     100.0:       9.0        7.8        1.0       79.6       81.5       89.7       90.3:      10.3        9.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          1         17         19         20         21:
Old  :        25:         3          1          1         17         19         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       47.0       74.1       72.7       27.4       27.2       37.0       39.8
Old  :                 51.3       47.0       74.1       72.7       27.4       27.2       37.0       39.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKD
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    49,580:    17,360      3,915         36     25,514     38,989     42,910     42,940:     6,670      6,640
Old  :    49,580:    17,360      3,915         36     25,514     38,989     42,910     42,940:     6,670      6,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :       590:       300          0          0        290        590        590        590:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0        7.9        0.1       51.5       78.6       86.5       86.6:      13.5       13.4
Old  :     100.0:      35.0        7.9        0.1       51.5       78.6       86.5       86.6:      13.5       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          2          1         17         17         19         20:
Old  :        24:         2          2          1         17         17         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       51.9       75.7       73.0       44.2       36.9       47.3       44.7
Old  :                 61.0       51.9       75.7       73.0       44.2       36.9       47.3       44.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   222,949:    22,686        762      4,072    150,371    172,275    177,129    177,109:    45,820     45,840
Old  :   222,949:    22,686        762      4,072    150,371    172,275    177,129    177,109:    45,820     45,840
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :    -1,303:    -1,685          0         10     -2,262     -4,165     -3,937     -4,155:     2,634      2,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2        0.3        1.8       67.4       77.3       79.4       79.4:      20.6       20.6
Old  :     100.0:      10.2        0.3        1.8       67.4       77.3       79.4       79.4:      20.6       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         5          2          7         33         33         41         40:
Old  :        44:         5          2          7         33         33         41         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       42.1       52.1       63.1       26.6       34.2       36.0       41.9
Old  :                 33.8       42.1       52.1       63.1       26.6       34.2       36.0       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders - Futures Only, July 27, 2021                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   183,220:    11,475        787     10,050    125,909    136,337    147,434    147,174:    35,786     36,046
Old  :   183,220:    11,475        787     10,050    125,909    136,337    147,434    147,174:    35,786     36,046
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 20, 2021                        :
     :        90:    -1,800        -40        -60        510     -1,250     -1,350     -1,350:     1,440      1,440
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        0.4        5.5       68.7       74.4       80.5       80.3:      19.5       19.7
Old  :     100.0:       6.3        0.4        5.5       68.7       74.4       80.5       80.3:      19.5       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         5          4          4         31         26         39         31:
Old  :        41:         5          4          4         31         26         39         31:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       40.5       57.6       63.9       25.9       33.3       37.1       44.0
Old  :                 38.7       40.5       57.6       63.9       25.9       33.3       37.1       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 30, 2021