COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    14,875:    11,403      7,888          0      1,712        810          0          0          0        322      2,021      1,555:      785       889
Old  :    14,875:    11,403      7,888          0      1,712        810          0          0          0        322      2,021      1,555:      785       889
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       398:       429        172          0        -66         93          0          0          0       -165        140          4:       37        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.7       53.0        0.0       11.5        5.4        0.0        0.0        0.0        2.2       13.6       10.5:      5.3       6.0
Old  :     100.0:      76.7       53.0        0.0       11.5        5.4        0.0        0.0        0.0        2.2       13.6       10.5:      5.3       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          9          0          .          .          0          0          0          .          4          .:
Old  :        20:        11          9          0          .          .          0          0          0          .          4          .:
Other:         0:         0          0          0          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  :                 59.7       50.2       80.7       75.5       38.8       33.1       48.7       45.0
Old  :                 59.7       50.2       80.7       75.5       38.8       33.1       48.7       45.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    34,060:    23,338     27,003      2,271      1,060      3,187        503        300        778      3,083        832        895:        5         5
Old  :    34,060:    23,338     27,003      2,271      1,060      3,187        503        300        778      3,083        832        895:        5         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       226:     1,754        633        152        125        -77        -57          0        -15     -1,346       -260       -185:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       79.3        6.7        3.1        9.4        1.5        0.9        2.3        9.1        2.4        2.6:      0.0       0.0
Old  :     100.0:      68.5       79.3        6.7        3.1        9.4        1.5        0.9        2.3        9.1        2.4        2.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         23          .          .          .          .          .          .          4          .          6:
Old  :        40:        21         23          .          .          .          .          .          .          4          .          6:
Other:         0:         0          0          0          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  :                 38.3       53.9       62.4       73.6       32.2       45.5       47.1       54.9
Old  :                 38.3       53.9       62.4       73.6       32.2       45.5       47.1       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MWh for about 368 Hours)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    33,048:    28,672     24,041          0      4,527      1,605         40          0        375        865      1,010      1,490:        1         0
Old  :    33,048:    28,672     24,041          0      4,527      1,605         40          0        375        865      1,010      1,490:        1         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       390:     3,000        400          0        250         25        -75          0         75     -2,300        -25       -335:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       72.7        0.0       13.7        4.9        0.1        0.0        1.1        2.6        3.1        4.5:      0.0       0.0
Old  :     100.0:      86.8       72.7        0.0       13.7        4.9        0.1        0.0        1.1        2.6        3.1        4.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         18          0          .          .          .          0          .          .          5          5:
Old  :        34:        19         18          0          .          .          .          0          .          .          5          5:
Other:         0:         0          0          0          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  :                 49.9       65.9       70.5       83.5       48.7       55.7       63.7       71.1
Old  :                 49.9       65.9       70.5       83.5       48.7       55.7       63.7       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1Megawatt for 368 Hours)                                                                                  :
     :          :    Positions                                                                                                           :
All  :   132,256:    91,734     99,846      1,255     12,919     12,924     17,349      1,450        633      6,269      2,827      1,396:      696       261
Old  :   132,256:    91,734     99,846      1,255     12,919     12,924     17,349      1,450        633      6,269      2,827      1,396:      696       261
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       949:        29      2,198       -855     -1,420        329        660         -5          0        725       -215        121:      -60       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       75.5        0.9        9.8        9.8       13.1        1.1        0.5        4.7        2.1        1.1:      0.5       0.2
Old  :     100.0:      69.4       75.5        0.9        9.8        9.8       13.1        1.1        0.5        4.7        2.1        1.1:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        28         34          .          4          5          7          4          .          8          4          6:
Old  :        63:        28         34          .          4          5          7          4          .          8          4          6:
Other:         0:         0          0          0          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  :                 47.3       38.2       63.6       58.5       35.6       26.2       44.7       40.3
Old  :                 47.3       38.2       63.6       58.5       35.6       26.2       44.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    58,030:    44,228     40,496      1,485      9,630      4,226      4,556        195         75        914        791      2,546:        0        71
Old  :    58,030:    44,228     40,496      1,485      9,630      4,226      4,556        195         75        914        791      2,546:        0        71
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       758:       324        309          0       -433        218        238       -105         24       -447        333        401:        0        11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       69.8        2.6       16.6        7.3        7.9        0.3        0.1        1.6        1.4        4.4:      0.0       0.1
Old  :     100.0:      76.2       69.8        2.6       16.6        7.3        7.9        0.3        0.1        1.6        1.4        4.4:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         20          .          .          .          .          .          .          5          5          7:
Old  :        43:        22         20          .          .          .          .          .          .          5          5          7:
Other:         0:         0          0          0          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  :                 62.7       74.9       82.0       89.8       62.0       59.9       70.8       70.9
Old  :                 62.7       74.9       82.0       89.8       62.0       59.9       70.8       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-064396
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    32,381:    30,501     24,585        645      4,917        564          0        555          0        375      1,479        281:       15         0
Old  :    32,381:    30,501     24,585        645      4,917        564          0        555          0        375      1,479        281:       15         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       171:         0        100         75         40          0          0          0          0          0        -50         81:       15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       75.9        2.0       15.2        1.7        0.0        1.7        0.0        1.2        4.6        0.9:      0.0       0.0
Old  :     100.0:      94.2       75.9        2.0       15.2        1.7        0.0        1.7        0.0        1.2        4.6        0.9:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         10          .          .          .          0          .          0          .          4          4:
Old  :        24:        12         10          .          .          .          0          .          0          .          4          4:
Other:         0:         0          0          0          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  :                 80.0       84.0       95.4       94.2       74.9       70.9       80.8       79.0
Old  :                 80.0       84.0       95.4       94.2       74.9       70.9       80.8       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-06439A
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    49,008:    28,419     17,656      2,118     21,209      3,012     13,646        100         50        420      5,563      1,011:      332       407
Old  :    49,008:    28,419     17,656      2,118     21,209      3,012     13,646        100         50        420      5,563      1,011:      332       407
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -270:       471       -553       -760        241         34        -40          0          0          2        -25         23:        0        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       36.0        4.3       43.3        6.1       27.8        0.2        0.1        0.9       11.4        2.1:      0.7       0.8
Old  :     100.0:      58.0       36.0        4.3       43.3        6.1       27.8        0.2        0.1        0.9       11.4        2.1:      0.7       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        16         18          .          4          5          .          .          .          .          .          .:
Old  :        34:        16         18          .          4          5          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 50.4       67.4       71.8       80.8       47.9       60.2       62.5       70.4
Old  :                 50.4       67.4       71.8       80.8       47.9       60.2       62.5       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    63,025:    36,595     21,608      1,582     30,162      3,658     18,027        900         50        519      4,672      1,629:      965       346
Old  :    63,025:    36,595     21,608      1,582     30,162      3,658     18,027        900         50        519      4,672      1,629:      965       346
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -231:      -186       -740       -180        157        233       -150         65          0        -33        -25         60:       25        19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       34.3        2.5       47.9        5.8       28.6        1.4        0.1        0.8        7.4        2.6:      1.5       0.5
Old  :     100.0:      58.1       34.3        2.5       47.9        5.8       28.6        1.4        0.1        0.8        7.4        2.6:      1.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         20          .          5          4          4          .          .          .          .          .:
Old  :        39:        19         20          .          5          4          4          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 57.2       63.0       74.5       82.3       56.4       56.0       69.1       68.1
Old  :                 57.2       63.0       74.5       82.3       56.4       56.0       69.1       68.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    63,054:    43,707     32,932     11,934     22,638      4,071          0         25          0      1,148      1,680      1,708:      486         0
Old  :    63,054:    43,707     32,932     11,934     22,638      4,071          0         25          0      1,148      1,680      1,708:      486         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,513:       735        795        900       -470        -10          0          0          0       -116      1,194          4:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       52.2       18.9       35.9        6.5        0.0        0.0        0.0        1.8        2.7        2.7:      0.8       0.0
Old  :     100.0:      69.3       52.2       18.9       35.9        6.5        0.0        0.0        0.0        1.8        2.7        2.7:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        21         21          4          .          4          0          .          0          .          .          .:
Old  :        41:        21         21          4          .          4          0          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 44.3       61.7       69.5       82.1       42.9       61.5       61.6       76.6
Old  :                 44.3       61.7       69.5       82.1       42.9       61.5       61.6       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    83,712:    58,089     34,587     20,497     43,663      1,314          0         25          0      1,145      1,901      2,151:      516        71
Old  :    83,712:    58,089     34,587     20,497     43,663      1,314          0         25          0      1,145      1,901      2,151:      516        71
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,430:     1,150        710        360       -480          0          0          0          0        -80      1,199          0:        0         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       41.3       24.5       52.2        1.6        0.0        0.0        0.0        1.4        2.3        2.6:      0.6       0.1
Old  :     100.0:      69.4       41.3       24.5       52.2        1.6        0.0        0.0        0.0        1.4        2.3        2.6:      0.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         17          4          .          .          0          .          0          .          .          .:
Old  :        42:        23         17          4          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 42.5       66.0       66.2       82.5       42.3       65.7       62.5       80.2
Old  :                 42.5       66.0       66.2       82.5       42.3       65.7       62.5       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,108:    23,986     30,792      8,704      1,226      2,171          0          0          0          0         25          0:      247       894
Old  :    35,108:    23,986     30,792      8,704      1,226      2,171          0          0          0          0         25          0:      247       894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,138:     1,265        935         25        330       -152          0          0          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       87.7       24.8        3.5        6.2        0.0        0.0        0.0        0.0        0.1        0.0:      0.7       2.5
Old  :     100.0:      68.3       87.7       24.8        3.5        6.2        0.0        0.0        0.0        0.0        0.1        0.0:      0.7       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         10          .          .          .          0          0          0          0          .          0:
Old  :        23:        13         10          .          .          .          0          0          0          0          .          0:
Other:         0:         0          0          0          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  :                 76.5       77.4       89.9       91.8       70.3       73.3       82.0       82.0
Old  :                 76.5       77.4       89.9       91.8       70.3       73.3       82.0       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    27,728:    24,787     14,831          0     11,106      1,045          0        600          0      1,560        110          0:      336        36
Old  :    27,728:    24,787     14,831          0     11,106      1,045          0        600          0      1,560        110          0:      336        36
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -234:       681         56          0        605       -900          0          0          0          0         10          0:      -15        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.4       53.5        0.0       40.1        3.8        0.0        2.2        0.0        5.6        0.4        0.0:      1.2       0.1
Old  :     100.0:      89.4       53.5        0.0       40.1        3.8        0.0        2.2        0.0        5.6        0.4        0.0:      1.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         15          0          .          .          0          .          0          .          .          0:
Old  :        24:        16         15          0          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          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  :                 60.7       63.7       82.1       85.7       38.8       49.5       54.1       56.8
Old  :                 60.7       63.7       82.1       85.7       38.8       49.5       54.1       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   101,358:    81,380     76,845        200     11,854      6,259      6,490        877         88      3,545      2,257      2,919:      477       259
Old  :   101,358:    81,380     76,845        200     11,854      6,259      6,490        877         88      3,545      2,257      2,919:      477       259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     4,347:     5,366         24          0      3,950       -520       -510         90          8       -506        152        499:       10       144
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       75.8        0.2       11.7        6.2        6.4        0.9        0.1        3.5        2.2        2.9:      0.5       0.3
Old  :     100.0:      80.3       75.8        0.2       11.7        6.2        6.4        0.9        0.1        3.5        2.2        2.9:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        37         32          .          .          .          5          5          .          6          7         10:
Old  :        66:        37         32          .          .          .          5          5          .          6          7         10:
Other:         0:         0          0          0          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  :                 42.1       42.7       60.0       68.2       31.6       32.7       43.3       52.4
Old  :                 42.1       42.7       60.0       68.2       31.6       32.7       43.3       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV                                                                                                      Code-06439S
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    20,465:    13,486     18,414      4,711        650        861          0          0          0        375          0          0:    1,032       540
Old  :    20,465:    13,486     18,414      4,711        650        861          0          0          0        375          0          0:    1,032       540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     2,354:       650      2,450      1,500          0        -96          0          0          0        300          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       90.0       23.0        3.2        4.2        0.0        0.0        0.0        1.8        0.0        0.0:      5.0       2.6
Old  :     100.0:      65.9       90.0       23.0        3.2        4.2        0.0        0.0        0.0        1.8        0.0        0.0:      5.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         10          .          .          .          0          0          0          .          0          0:
Old  :        21:        10         10          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          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  :                 72.7       72.8       88.4       91.0       66.8       72.8       79.9       82.0
Old  :                 72.7       72.8       88.4       91.0       66.8       72.8       79.9       82.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439U
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,552:    11,247     15,645      4,386        650        657          0          0          0        350          0          0:      912       600
Old  :    17,552:    11,247     15,645      4,386        650        657          0          0          0        350          0          0:      912       600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       89.1       25.0        3.7        3.7        0.0        0.0        0.0        2.0        0.0        0.0:      5.2       3.4
Old  :     100.0:      64.1       89.1       25.0        3.7        3.7        0.0        0.0        0.0        2.0        0.0        0.0:      5.2       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9          9          .          .          .          0          0          0          .          0          0:
Old  :        20:         9          9          .          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          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  :                 64.2       73.8       86.0       91.2       58.7       73.8       75.8       81.0
Old  :                 64.2       73.8       86.0       91.2       58.7       73.8       75.8       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    64,423:    57,643     46,636          0     13,175      1,680      3,058          0          0      1,150      1,720        430:      462       782
Old  :    64,423:    57,643     46,636          0     13,175      1,680      3,058          0          0      1,150      1,720        430:      462       782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     4,333:     4,123        548          0      3,855       -480        690          0          0          0        120        180:     -180       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.5       72.4        0.0       20.5        2.6        4.7        0.0        0.0        1.8        2.7        0.7:      0.7       1.2
Old  :     100.0:      89.5       72.4        0.0       20.5        2.6        4.7        0.0        0.0        1.8        2.7        0.7:      0.7       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         17          0          .          .          .          0          0          .          .          .:
Old  :        31:        19         17          0          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 55.9       52.1       76.8       77.7       50.3       44.0       65.8       63.1
Old  :                 55.9       52.1       76.8       77.7       50.3       44.0       65.8       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,965:    30,753     34,960      6,229      1,335      2,849          0          0          0        100         25          0:       34       796
Old  :    39,965:    30,753     34,960      6,229      1,335      2,849          0          0          0        100         25          0:       34       796
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,220:     1,280        980         25        300        -85          0          0          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.9       87.5       15.6        3.3        7.1        0.0        0.0        0.0        0.3        0.1        0.0:      0.1       2.0
Old  :     100.0:      76.9       87.5       15.6        3.3        7.1        0.0        0.0        0.0        0.3        0.1        0.0:      0.1       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         15          .          .          .          0          0          0          .          .          0:
Old  :        30:        19         15          .          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          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  :                 64.1       72.7       83.4       90.2       56.6       66.2       68.4       71.7
Old  :                 64.1       72.7       83.4       90.2       56.6       66.2       68.4       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    41,351:    38,582     25,564          0     11,834      2,106        267      1,495          0          0        296          0:      396        56
Old  :    41,351:    38,582     25,564          0     11,834      2,106        267      1,495          0          0        296          0:      396        56
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       783:     1,691       -199          0      1,885       -908          0          0          0          0          0          0:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.3       61.8        0.0       28.6        5.1        0.6        3.6        0.0        0.0        0.7        0.0:      1.0       0.1
Old  :     100.0:      93.3       61.8        0.0       28.6        5.1        0.6        3.6        0.0        0.0        0.7        0.0:      1.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         19          0          .          .          .          4          0          0          .          0:
Old  :        33:        19         19          0          .          .          .          4          0          0          .          0:
Other:         0:         0          0          0          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  :                 60.0       71.7       81.8       86.0       49.0       66.4       66.1       71.9
Old  :                 60.0       71.7       81.8       86.0       49.0       66.4       66.1       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,308:    42,623     52,038      7,171        470      2,500          0          0          0      2,131          0         60:      823       240
Old  :    55,308:    42,623     52,038      7,171        470      2,500          0          0          0      2,131          0         60:      823       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,360:     1,060      1,360        300          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       94.1       13.0        0.8        4.5        0.0        0.0        0.0        3.9        0.0        0.1:      1.5       0.4
Old  :     100.0:      77.1       94.1       13.0        0.8        4.5        0.0        0.0        0.0        3.9        0.0        0.1:      1.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         11          .          .          .          0          0          0          .          0          .:
Old  :        28:        17         11          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          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  :                 54.8       92.8       78.0       97.9       53.4       90.1       74.9       91.0
Old  :                 54.8       92.8       78.0       97.9       53.4       90.1       74.9       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    59,831:    47,698     52,811      6,238      4,235      2,535          0          0          0      2,730          0         60:      570       190
Old  :    59,831:    47,698     52,811      6,238      4,235      2,535          0          0          0      2,730          0         60:      570       190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,500:     1,110      1,660        245         20          0          0          0          0        315          0       -180:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       88.3       10.4        7.1        4.2        0.0        0.0        0.0        4.6        0.0        0.1:      1.0       0.3
Old  :     100.0:      79.7       88.3       10.4        7.1        4.2        0.0        0.0        0.0        4.6        0.0        0.1:      1.0       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         12          .          4          5          0          0          0          4          0          .:
Old  :        32:        18         12          .          4          5          0          0          0          4          0          .:
Other:         0:         0          0          0          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  :                 49.5       87.9       74.0       95.0       46.2       84.9       70.3       88.6
Old  :                 49.5       87.9       74.0       95.0       46.2       84.9       70.3       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                                                          Code-0643BF
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 368 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    87,182:    68,479     78,654     12,042      4,526      1,807          0        171          0      2,681          0      1,807:      366       217
Old  :    87,182:    68,479     78,654     12,042      4,526      1,807          0        171          0      2,681          0      1,807:      366       217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       692:     1,143        638         -5          0          0          0        171          0       -430          0        -26:       10       -91
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       90.2       13.8        5.2        2.1        0.0        0.2        0.0        3.1        0.0        2.1:      0.4       0.2
Old  :     100.0:      78.5       90.2       13.8        5.2        2.1        0.0        0.2        0.0        3.1        0.0        2.1:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        18         20          5          .          .          0          .          0          4          0          .:
Old  :        36:        18         20          5          .          .          0          .          0          4          0          .:
Other:         0:         0          0          0          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  :                 58.0       61.0       75.2       88.1       56.1       59.5       72.0       83.5
Old  :                 58.0       61.0       75.2       88.1       56.1       59.5       72.0       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   103,595:    79,789     90,841     13,194      4,457      3,005        469      1,493        120      3,080        181      3,289:      649       209
Old  :   103,595:    79,789     90,841     13,194      4,457      3,005        469      1,493        120      3,080        181      3,289:      649       209
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        37:       876       -585        184        -80        -37         13        472        -25     -1,224         44        243:        7         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       87.7       12.7        4.3        2.9        0.5        1.4        0.1        3.0        0.2        3.2:      0.6       0.2
Old  :     100.0:      77.0       87.7       12.7        4.3        2.9        0.5        1.4        0.1        3.0        0.2        3.2:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        23         26          5          .          4          .          5          .          5          .          7:
Old  :        54:        23         26          5          .          4          .          5          .          5          .          7:
Other:         0:         0          0          0          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  :                 56.5       52.9       71.9       76.5       55.0       52.9       68.4       72.0
Old  :                 56.5       52.9       71.9       76.5       55.0       52.9       68.4       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    57,993:    38,636     51,233     16,166        650      1,270          0      3,941          0      1,202        125        699:       20        75
Old  :    57,993:    38,636     51,233     16,166        650      1,270          0      3,941          0      1,202        125        699:       20        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     2,014:     1,758      1,210       -147        252          0          0        317          0         88        -80        315:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       88.3       27.9        1.1        2.2        0.0        6.8        0.0        2.1        0.2        1.2:      0.0       0.1
Old  :     100.0:      66.6       88.3       27.9        1.1        2.2        0.0        6.8        0.0        2.1        0.2        1.2:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         14          .          .          .          0          .          0          4          .          5:
Old  :        31:        16         14          .          .          .          0          .          0          4          .          5:
Other:         0:         0          0          0          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  :                 80.6       85.9       90.1       93.4       78.5       83.4       85.5       88.3
Old  :                 80.6       85.9       90.1       93.4       78.5       83.4       85.5       88.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-0643BR
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    44,514:    29,716     40,345     13,900        646         73          0        225          0        525      2,925        300:        0         0
Old  :    44,514:    29,716     40,345     13,900        646         73          0        225          0        525      2,925        300:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       369:       840     -1,375       -925        415          4          0          0          0        225      1,100        225:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       90.6       31.2        1.5        0.2        0.0        0.5        0.0        1.2        6.6        0.7:      0.0       0.0
Old  :     100.0:      66.8       90.6       31.2        1.5        0.2        0.0        0.5        0.0        1.2        6.6        0.7:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        12         11          .          .          .          0          .          0          .          4          .:
Old  :        28:        12         11          .          .          .          0          .          0          .          4          .:
Other:         0:         0          0          0          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  :                 83.6       91.7       95.9       96.0       83.6       90.2       94.2       94.2
Old  :                 83.6       91.7       95.9       96.0       83.6       90.2       94.2       94.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                              Code-0643BS
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    55,164:    35,167     44,035     10,712        456      8,501          0        470          0        442      1,570        132:      210         0
Old  :    55,164:    35,167     44,035     10,712        456      8,501          0        470          0        442      1,570        132:      210         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       253:       -12        253        260          0          0          0          0          0          0          0          0:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.7       79.8       19.4        0.8       15.4        0.0        0.9        0.0        0.8        2.8        0.2:      0.4       0.0
Old  :     100.0:      63.7       79.8       19.4        0.8       15.4        0.0        0.9        0.0        0.8        2.8        0.2:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         16          5          .          4          0          .          0          .          .          .:
Old  :        33:        19         16          5          .          4          0          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 54.1       75.5       77.8       88.4       45.3       56.3       57.4       61.0
Old  :                 54.1       75.5       77.8       88.4       45.3       56.3       57.4       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    64,370:    44,717     49,321     11,886      4,261      4,602      1,260      3,967         35        151      1,585        120:    1,599       479
Old  :    64,370:    44,717     49,321     11,886      4,261      4,602      1,260      3,967         35        151      1,585        120:    1,599       479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,136:        -4      1,152        191     -1,178      1,200        -20        -25          0       -795          0        -13:      577         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       76.6       18.5        6.6        7.1        2.0        6.2        0.1        0.2        2.5        0.2:      2.5       0.7
Old  :     100.0:      69.5       76.6       18.5        6.6        7.1        2.0        6.2        0.1        0.2        2.5        0.2:      2.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         15          .          .          4          .          .          .          .          .          .:
Old  :        34:        17         15          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 57.9       76.8       79.4       87.9       57.8       65.1       71.7       73.1
Old  :                 57.9       76.8       79.4       87.9       57.8       65.1       71.7       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,280:    10,989     19,686     11,574        307        897        290      2,449          0         56        665        160:      314       116
Old  :    24,280:    10,989     19,686     11,574        307        897        290      2,449          0         56        665        160:      314       116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       -75:        25        -81        -61          0          6        130          0          0          6        190       -190:        9         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       81.1       47.7        1.3        3.7        1.2       10.1        0.0        0.2        2.7        0.7:      1.3       0.5
Old  :     100.0:      45.3       81.1       47.7        1.3        3.7        1.2       10.1        0.0        0.2        2.7        0.7:      1.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         12          .          .          .          .          .          0          .          .          .:
Old  :        26:        11         12          .          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 73.4       70.3       89.6       88.5       71.9       69.0       87.1       85.6
Old  :                 73.4       70.3       89.6       88.5       71.9       69.0       87.1       85.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-0643BX
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,758:     9,862     19,318     10,734        390        727          0        495          0         50        790          0:      385        38
Old  :    21,758:     9,862     19,318     10,734        390        727          0        495          0         50        790          0:      385        38
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:        50          0        -50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.3       88.8       49.3        1.8        3.3        0.0        2.3        0.0        0.2        3.6        0.0:      1.8       0.2
Old  :     100.0:      45.3       88.8       49.3        1.8        3.3        0.0        2.3        0.0        0.2        3.6        0.0:      1.8       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         10          4          .          .          0          .          0          .          .          0:
Old  :        22:        11         10          4          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          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  :                 72.4       78.5       90.1       93.9       70.7       76.6       88.4       90.4
Old  :                 72.4       78.5       90.1       93.9       70.7       76.6       88.4       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    26,838:    21,592     18,415      2,110      5,860        287        436        168        100      1,070        716        665:      578       627
Old  :    26,838:    21,592     18,415      2,110      5,860        287        436        168        100      1,070        716        665:      578       627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       155:       -69        249          0        -18         30          0          0          0        -20       -183         59:      155        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       68.6        7.9       21.8        1.1        1.6        0.6        0.4        4.0        2.7        2.5:      2.2       2.3
Old  :     100.0:      80.5       68.6        7.9       21.8        1.1        1.6        0.6        0.4        4.0        2.7        2.5:      2.2       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         14          .          .          .          .          .          .          .          .          .:
Old  :        27:        13         14          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 64.1       67.1       82.0       84.8       62.1       67.1       78.3       77.8
Old  :                 64.1       67.1       82.0       84.8       62.1       67.1       78.3       77.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    16,773:    13,009     14,993      1,906        300         63          0          0          0        816        973        164:      815       280
Old  :    16,773:    13,009     14,993      1,906        300         63          0          0          0        816        973        164:      815       280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       189:        35        167        152          0          0          0          0          0          0         25          2:        0        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       89.4       11.4        1.8        0.4        0.0        0.0        0.0        4.9        5.8        1.0:      4.9       1.7
Old  :     100.0:      77.6       89.4       11.4        1.8        0.4        0.0        0.0        0.0        4.9        5.8        1.0:      4.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          9          .          .          .          0          0          0          .          .          .:
Old  :        22:        12          9          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 62.7       86.5       80.1       95.6       62.7       85.6       79.6       93.3
Old  :                 62.7       86.5       80.1       95.6       62.7       85.6       79.6       93.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    51,771:    38,616     23,662      6,454     18,021        760      2,545      5,156        180      1,661      2,242      1,419:      136       331
Old  :    51,771:    38,616     23,662      6,454     18,021        760      2,545      5,156        180      1,661      2,242      1,419:      136       331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       240:       327        241        -30          0         10        -45        128         25         -6       -190          5:      -46        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       45.7       12.5       34.8        1.5        4.9       10.0        0.3        3.2        4.3        2.7:      0.3       0.6
Old  :     100.0:      74.6       45.7       12.5       34.8        1.5        4.9       10.0        0.3        3.2        4.3        2.7:      0.3       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        19         18          .          .          4          .          .          .          .          4          4:
Old  :        42:        19         18          .          .          4          .          .          .          .          4          4:
Other:         0:         0          0          0          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       71.1       72.8       82.9       47.7       54.7       63.2       64.8
Old  :                 54.2       71.1       72.8       82.9       47.7       54.7       63.2       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    30,859:    25,420      9,322      1,672     15,547        924        700      2,820          0        430        626      1,365:      348       255
Old  :    30,859:    25,420      9,322      1,672     15,547        924        700      2,820          0        430        626      1,365:      348       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       177:       220         95       -125         60         22          0          0          0         -5        -60         60:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       30.2        5.4       50.4        3.0        2.3        9.1        0.0        1.4        2.0        4.4:      1.1       0.8
Old  :     100.0:      82.4       30.2        5.4       50.4        3.0        2.3        9.1        0.0        1.4        2.0        4.4:      1.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         15          .          .          .          .          .          0          .          .          .:
Old  :        31:        15         15          .          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 67.2       74.0       79.7       85.5       62.4       72.7       73.4       81.6
Old  :                 67.2       74.0       79.7       85.5       62.4       72.7       73.4       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    16,636:     4,407     16,097     10,246          0        120          0        217          0      1,748         75        100:       15        27
Old  :    16,636:     4,407     16,097     10,246          0        120          0        217          0      1,748         75        100:       15        27
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -175:        50       -325       -225          0          0          0        150          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       96.8       61.6        0.0        0.7        0.0        1.3        0.0       10.5        0.5        0.6:      0.1       0.2
Old  :     100.0:      26.5       96.8       61.6        0.0        0.7        0.0        1.3        0.0       10.5        0.5        0.6:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         14          .          0          .          0          .          0          .          .          .:
Old  :        26:        14         14          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 71.4       85.6       89.7       94.6       70.5       82.1       88.7       90.1
Old  :                 71.4       85.6       89.7       94.6       70.5       82.1       88.7       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643CC
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,641:     5,757     21,566     13,034          0          0          0          0          0      2,700          0         75:       75         0
Old  :    21,641:     5,757     21,566     13,034          0          0          0          0          0      2,700          0         75:       75         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:       -15         25          0          0          0          0          0          0         40          0        -25:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       99.7       60.2        0.0        0.0        0.0        0.0        0.0       12.5        0.0        0.3:      0.3       0.0
Old  :     100.0:      26.6       99.7       60.2        0.0        0.0        0.0        0.0        0.0       12.5        0.0        0.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         11          .          0          0          0          0          0          5          0          .:
Old  :        24:        12         11          .          0          0          0          0          0          5          0          .:
Other:         0:         0          0          0          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  :                 69.8       93.6       89.9       98.5       69.6       92.1       89.6       95.8
Old  :                 69.8       93.6       89.9       98.5       69.6       92.1       89.6       95.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,111:     5,559      6,180      2,108      2,055      1,216         35         50         10        780        400        100:      303       100
Old  :    10,111:     5,559      6,180      2,108      2,055      1,216         35         50         10        780        400        100:      303       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        25:        25          0        -25          0         25          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       61.1       20.8       20.3       12.0        0.3        0.5        0.1        7.7        4.0        1.0:      3.0       1.0
Old  :     100.0:      55.0       61.1       20.8       20.3       12.0        0.3        0.5        0.1        7.7        4.0        1.0:      3.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10          8          .          .          4          .          .          .          .          .          .:
Old  :        24:        10          8          .          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 54.4       59.6       79.3       87.3       42.9       56.6       65.3       77.7
Old  :                 54.4       59.6       79.3       87.3       42.9       56.6       65.3       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     9,444:     5,025      5,425      2,045      2,105      1,259         45         50          0        600        300        205:      265       100
Old  :     9,444:     5,025      5,425      2,045      2,105      1,259         45         50          0        600        300        205:      265       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        25:        25          0        -25          0         25          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       57.4       21.7       22.3       13.3        0.5        0.5        0.0        6.4        3.2        2.2:      2.8       1.1
Old  :     100.0:      53.2       57.4       21.7       22.3       13.3        0.5        0.5        0.0        6.4        3.2        2.2:      2.8       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10          7          .          .          4          .          .          0          .          .          .:
Old  :        23:        10          7          .          .          4          .          .          0          .          .          .:
Other:         0:         0          0          0          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  :                 54.7       66.8       78.5       88.9       43.0       62.7       62.0       74.7
Old  :                 54.7       66.8       78.5       88.9       43.0       62.7       62.0       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,944:    17,425     45,319     26,125        230      1,200          0          0          0      1,815          0      2,185:      194        10
Old  :    48,944:    17,425     45,319     26,125        230      1,200          0          0          0      1,815          0      2,185:      194        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:         0          0         50         50        -50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       92.6       53.4        0.5        2.5        0.0        0.0        0.0        3.7        0.0        4.5:      0.4       0.0
Old  :     100.0:      35.6       92.6       53.4        0.5        2.5        0.0        0.0        0.0        3.7        0.0        4.5:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         11          .          .          .          0          0          0          4          0          .:
Old  :        29:        15         11          .          .          .          0          0          0          4          0          .:
Other:         0:         0          0          0          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  :                 76.9       76.1       88.7       90.9       71.6       74.8       80.5       85.7
Old  :                 76.9       76.1       88.7       90.9       71.6       74.8       80.5       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,329:    18,110     45,707     25,810        230      1,200         25          0          0      1,820          0      2,160:      204        32
Old  :    49,329:    18,110     45,707     25,810        230      1,200         25          0          0      1,820          0      2,160:      204        32
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:         0          0         50         50        -50          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       92.7       52.3        0.5        2.4        0.1        0.0        0.0        3.7        0.0        4.4:      0.4       0.1
Old  :     100.0:      36.7       92.7       52.3        0.5        2.4        0.1        0.0        0.0        3.7        0.0        4.4:      0.4       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         10          .          .          .          .          0          0          5          0          .:
Old  :        30:        14         10          .          .          .          .          0          0          5          0          .:
Other:         0:         0          0          0          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  :                 75.0       75.2       87.0       91.1       70.3       74.0       79.8       85.5
Old  :                 75.0       75.2       87.0       91.1       70.3       74.0       79.8       85.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   111,129:    81,839     84,147     21,077     11,367      5,039        101      1,515        880      1,285      7,675        489:      419        17
Old  :   111,129:    81,839     84,147     21,077     11,367      5,039        101      1,515        880      1,285      7,675        489:      419        17
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       550:       265        171        105        -75        275          0          0          0        -15        439        -80:        0      -180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       75.7       19.0       10.2        4.5        0.1        1.4        0.8        1.2        6.9        0.4:      0.4       0.0
Old  :     100.0:      73.6       75.7       19.0       10.2        4.5        0.1        1.4        0.8        1.2        6.9        0.4:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        30         27          5          .          5          .          .          .          .          7          .:
Old  :        57:        30         27          5          .          5          .          .          .          .          7          .:
Other:         0:         0          0          0          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  :                 52.1       50.7       72.1       71.4       50.0       48.6       65.7       65.4
Old  :                 52.1       50.7       72.1       71.4       50.0       48.6       65.7       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   117,617:    84,596     91,275     21,311      8,359      6,968        585      1,633      1,322      1,698      6,987        991:      146        82
Old  :   117,617:    84,596     91,275     21,311      8,359      6,968        585      1,633      1,322      1,698      6,987        991:      146        82
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       803:       141        601        465        -75        180        -31       -170        170       -225         -6         98:        5         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       77.6       18.1        7.1        5.9        0.5        1.4        1.1        1.4        5.9        0.8:      0.1       0.1
Old  :     100.0:      71.9       77.6       18.1        7.1        5.9        0.5        1.4        1.1        1.4        5.9        0.8:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        33         31          6          .          6          .          .          .          4          6          5:
Old  :        63:        33         31          6          .          6          .          .          .          4          6          5:
Other:         0:         0          0          0          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  :                 44.4       49.6       66.7       68.1       41.4       48.3       55.4       62.5
Old  :                 44.4       49.6       66.7       68.1       41.4       48.3       55.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   263,816:   166,725    201,594     20,251     11,838     18,007     22,631      5,526      9,390     17,520      7,980      8,964:      328       517
Old  :   263,816:   166,725    201,594     20,251     11,838     18,007     22,631      5,526      9,390     17,520      7,980      8,964:      328       517
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     3,904:     1,820      3,713       -627     -1,365      1,124      1,703       -395         56        270      1,185       -416:      -26         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.2       76.4        7.7        4.5        6.8        8.6        2.1        3.6        6.6        3.0        3.4:      0.1       0.2
Old  :     100.0:      63.2       76.4        7.7        4.5        6.8        8.6        2.1        3.6        6.6        3.0        3.4:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        41         43          4          4          6         13          8         10         15          9         15:
Old  :       100:        41         43          4          4          6         13          8         10         15          9         15:
Other:         0:         0          0          0          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  :                 32.4       43.2       53.5       60.1       24.1       31.2       33.3       39.6
Old  :                 32.4       43.2       53.5       60.1       24.1       31.2       33.3       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,755:     9,355     11,585        475        870      1,525        800        550        135      1,850          0          0:      615        90
Old  :    14,755:     9,355     11,585        475        870      1,525        800        550        135      1,850          0          0:      615        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       150:       150        150          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       78.5        3.2        5.9       10.3        5.4        3.7        0.9       12.5        0.0        0.0:      4.2       0.6
Old  :     100.0:      63.4       78.5        3.2        5.9       10.3        5.4        3.7        0.9       12.5        0.0        0.0:      4.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         10          .          .          4          .          .          .          .          0          0:
Old  :        25:        11         10          .          .          4          .          .          .          .          0          0:
Other:         0:         0          0          0          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  :                 56.1       79.0       81.8       92.8       53.8       71.6       72.5       80.2
Old  :                 56.1       79.0       81.8       92.8       53.8       71.6       72.5       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,226:     7,331      8,525        445      1,316      1,525        200        550        160      1,850          0          0:      715       150
Old  :    12,226:     7,331      8,525        445      1,316      1,525        200        550        160      1,850          0          0:      715       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       150:       150        150          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.0       69.7        3.6       10.8       12.5        1.6        4.5        1.3       15.1        0.0        0.0:      5.8       1.2
Old  :     100.0:      60.0       69.7        3.6       10.8       12.5        1.6        4.5        1.3       15.1        0.0        0.0:      5.8       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9          9          .          .          4          .          .          .          .          0          0:
Old  :        23:         9          9          .          .          4          .          .          .          .          0          0:
Other:         0:         0          0          0          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  :                 55.7       75.8       83.6       91.3       54.2       66.3       71.7       76.6
Old  :                 55.7       75.8       83.6       91.3       54.2       66.3       71.7       76.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                                                            Code-0643ID
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 352 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :     8,704:     7,047      8,279        480         98        252          0          0          0        860          0         45:       20        30
Old  :     8,704:     7,047      8,279        480         98        252          0          0          0        860          0         45:       20        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        20:        20         20          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       95.1        5.5        1.1        2.9        0.0        0.0        0.0        9.9        0.0        0.5:      0.2       0.3
Old  :     100.0:      81.0       95.1        5.5        1.1        2.9        0.0        0.0        0.0        9.9        0.0        0.5:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         17          .          .          .          0          0          0          5          0          .:
Old  :        31:        17         17          .          .          .          0          0          0          5          0          .:
Other:         0:         0          0          0          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  :                 56.7       69.2       79.5       81.8       41.1       48.7       54.5       59.8
Old  :                 56.7       69.2       79.5       81.8       41.1       48.7       54.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    89,485:    65,480     57,110     11,899     14,191      1,375          0      9,667          0      3,620          0          0:    7,111     7,142
Old  :    89,485:    65,480     57,110     11,899     14,191      1,375          0      9,667          0      3,620          0          0:    7,111     7,142
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       220:       300        195        -50          0          0          0         25          0        -30          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       63.8       13.3       15.9        1.5        0.0       10.8        0.0        4.0        0.0        0.0:      7.9       8.0
Old  :     100.0:      73.2       63.8       13.3       15.9        1.5        0.0       10.8        0.0        4.0        0.0        0.0:      7.9       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         16          .          .          .          0          .          0          .          0          0:
Old  :        25:        16         16          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          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  :                 72.4       56.8       84.8       83.0       71.6       55.3       82.0       77.8
Old  :                 72.4       56.8       84.8       83.0       71.6       55.3       82.0       77.8
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    76,638:    53,964     46,239      9,743     12,570      1,780          0      8,507          0      3,610          0          0:    7,541     7,542
Old  :    76,638:    53,964     46,239      9,743     12,570      1,780          0      8,507          0      3,610          0          0:    7,541     7,542
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       195:       195        195          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       60.3       12.7       16.4        2.3        0.0       11.1        0.0        4.7        0.0        0.0:      9.8       9.8
Old  :     100.0:      70.4       60.3       12.7       16.4        2.3        0.0       11.1        0.0        4.7        0.0        0.0:      9.8       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        16         16          .          .          .          0          .          0          .          0          0:
Old  :        23:        16         16          .          .          .          0          .          0          .          0          0:
Other:         0:         0          0          0          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  :                 71.6       59.6       82.9       82.5       70.7       57.2       78.5       76.8
Old  :                 71.6       59.6       82.9       82.5       70.7       57.2       78.5       76.8
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,969:    30,667     17,765      2,748     18,491          0     10,725      8,820      2,495      1,590        924          0:    3,744     3,474
Old  :    51,969:    30,667     17,765      2,748     18,491          0     10,725      8,820      2,495      1,590        924          0:    3,744     3,474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:       -15          0          0          0          0          0          0          0         15          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       34.2        5.3       35.6        0.0       20.6       17.0        4.8        3.1        1.8        0.0:      7.2       6.7
Old  :     100.0:      59.0       34.2        5.3       35.6        0.0       20.6       17.0        4.8        3.1        1.8        0.0:      7.2       6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         15          .          .          0          .          .          .          .          .          0:
Old  :        27:        17         15          .          .          0          .          .          .          .          .          0:
Other:         0:         0          0          0          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  :                 49.9       70.6       70.4       82.9       39.8       63.6       56.4       70.5
Old  :                 49.9       70.6       70.4       82.9       39.8       63.6       56.4       70.5
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    34,867:    22,684     12,116      4,671     10,090        145      1,625      6,615      2,725         75        324        336:    2,606     2,516
Old  :    34,867:    22,684     12,116      4,671     10,090        145      1,625      6,615      2,725         75        324        336:    2,606     2,516
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       34.7       13.4       28.9        0.4        4.7       19.0        7.8        0.2        0.9        1.0:      7.5       7.2
Old  :     100.0:      65.1       34.7       13.4       28.9        0.4        4.7       19.0        7.8        0.2        0.9        1.0:      7.5       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         13          .          .          .          .          .          .          .          .          .:
Old  :        23:        15         13          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 52.5       65.0       77.4       82.2       40.1       59.6       57.3       65.6
Old  :                 52.5       65.0       77.4       82.2       40.1       59.6       57.3       65.6
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,850:    18,040     10,045      7,185          0        250        500     15,560        350         75          0          0:    1,450     1,645
Old  :    27,850:    18,040     10,045      7,185          0        250        500     15,560        350         75          0          0:    1,450     1,645
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:      -300          0        300          0       -300          0          0          0          0          0          0:      300       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       36.1       25.8        0.0        0.9        1.8       55.9        1.3        0.3        0.0        0.0:      5.2       5.9
Old  :     100.0:      64.8       36.1       25.8        0.0        0.9        1.8       55.9        1.3        0.3        0.0        0.0:      5.2       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         12          .          0          .          .          .          .          .          0          0:
Old  :        20:        12         12          .          0          .          .          .          .          .          0          0:
Other:         0:         0          0          0          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  :                 63.9       78.9       87.1       89.9       54.8       74.8       75.3       79.3
Old  :                 63.9       78.9       87.1       89.9       54.8       74.8       75.3       79.3
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    86,644:    48,884     29,719      6,755     36,785      2,925     12,980      1,235          5         75        885      1,070:   13,950    14,020
Old  :    86,644:    48,884     29,719      6,755     36,785      2,925     12,980      1,235          5         75        885      1,070:   13,950    14,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       455:    -1,720        890      2,670         35          0          0         25          0          0          0          0:     -495      -495
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.4       34.3        7.8       42.5        3.4       15.0        1.4        0.0        0.1        1.0        1.2:     16.1      16.2
Old  :     100.0:      56.4       34.3        7.8       42.5        3.4       15.0        1.4        0.0        0.1        1.0        1.2:     16.1      16.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         18          .          .          .          .          .          .          .          .          .:
Old  :        30:        15         18          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 52.3       55.4       72.9       71.5       47.6       54.7       61.5       62.2
Old  :                 52.3       55.4       72.9       71.5       47.6       54.7       61.5       62.2
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    83,454:    45,379     29,784      6,695     32,190      3,335     13,680      1,085         40          0      2,695        315:   14,010    14,010
Old  :    83,454:    45,379     29,784      6,695     32,190      3,335     13,680      1,085         40          0      2,695        315:   14,010    14,010
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,175:    -1,205      1,440      2,670          0        -70          0         25          0          0          0          0:     -220      -220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       35.7        8.0       38.6        4.0       16.4        1.3        0.0        0.0        3.2        0.4:     16.8      16.8
Old  :     100.0:      54.4       35.7        8.0       38.6        4.0       16.4        1.3        0.0        0.0        3.2        0.4:     16.8      16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         17          .          .          .          .          .          .          0          .          .:
Old  :        29:        14         17          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          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  :                 50.5       51.8       72.1       69.9       46.5       51.8       58.7       61.8
Old  :                 50.5       51.8       72.1       69.9       46.5       51.8       58.7       61.8
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,942:    20,205      5,133      1,608        325        712          0     11,460        975        725      5,880        330:    4,387     4,127
Old  :    28,942:    20,205      5,133      1,608        325        712          0     11,460        975        725      5,880        330:    4,387     4,127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       17.7        5.6        1.1        2.5        0.0       39.6        3.4        2.5       20.3        1.1:     15.2      14.3
Old  :     100.0:      69.8       17.7        5.6        1.1        2.5        0.0       39.6        3.4        2.5       20.3        1.1:     15.2      14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13          9          .          .          .          0          .          .          .          .          .:
Old  :        24:        13          9          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 49.9       60.3       67.0       76.3       48.0       55.8       61.4       67.1
Old  :                 49.9       60.3       67.0       76.3       48.0       55.8       61.4       67.1
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,737:    20,310      5,193      1,048        325      1,124          0     11,460        975        725      5,380        405:    4,150     3,875
Old  :    28,737:    20,310      5,193      1,048        325      1,124          0     11,460        975        725      5,380        405:    4,150     3,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       18.1        3.6        1.1        3.9        0.0       39.9        3.4        2.5       18.7        1.4:     14.4      13.5
Old  :     100.0:      70.7       18.1        3.6        1.1        3.9        0.0       39.9        3.4        2.5       18.7        1.4:     14.4      13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13          9          .          .          .          0          .          .          .          .          .:
Old  :        24:        13          9          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          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  :                 49.7       59.2       66.8       75.5       48.2       54.4       60.2       65.8
Old  :                 49.7       59.2       66.8       75.5       48.2       54.4       60.2       65.8
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    67,090:    21,270     55,335     18,550      8,955        130     17,660          0        240      6,995          0          0:    2,245     2,430
Old  :    67,090:    21,270     55,335     18,550      8,955        130     17,660          0        240      6,995          0          0:    2,245     2,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,500:     1,200        300          0      1,200          0        300          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.7       82.5       27.6       13.3        0.2       26.3        0.0        0.4       10.4        0.0        0.0:      3.3       3.6
Old  :     100.0:      31.7       82.5       27.6       13.3        0.2       26.3        0.0        0.4       10.4        0.0        0.0:      3.3       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          .          .          .          .          0          .          .          0          0:
Old  :        22:        11         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          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  :                 74.9       85.1       94.2       92.2       72.8       84.6       90.8       89.2
Old  :                 74.9       85.1       94.2       92.2       72.8       84.6       90.8       89.2
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    68,030:    21,310     57,825     20,635      7,740        165     17,660          0        240      6,120          0          0:    1,900     2,060
Old  :    68,030:    21,310     57,825     20,635      7,740        165     17,660          0        240      6,120          0          0:    1,900     2,060
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.3       85.0       30.3       11.4        0.2       26.0        0.0        0.4        9.0        0.0        0.0:      2.8       3.0
Old  :     100.0:      31.3       85.0       30.3       11.4        0.2       26.0        0.0        0.4        9.0        0.0        0.0:      2.8       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          .          .          .          .          0          .          .          0          0:
Old  :        20:        12         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          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  :                 75.7       89.0       94.9       94.9       73.3       88.5       91.9       91.7
Old  :                 75.7       89.0       94.9       94.9       73.3       88.5       91.9       91.7
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,583:    20,550     44,668      4,338      1,615      1,985      5,110          0          0     16,085        100        165:    3,350     3,050
Old  :    51,583:    20,550     44,668      4,338      1,615      1,985      5,110          0          0     16,085        100        165:    3,350     3,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       650:       630         30       -600          0         40          0          0          0          0          0          0:      580       580
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.8       86.6        8.4        3.1        3.8        9.9        0.0        0.0       31.2        0.2        0.3:      6.5       5.9
Old  :     100.0:      39.8       86.6        8.4        3.1        3.8        9.9        0.0        0.0       31.2        0.2        0.3:      6.5       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15          9          .          .          .          .          0          0          .          .          .:
Old  :        26:        15          9          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 52.5       82.8       70.9       92.4       49.0       82.5       67.2       87.8
Old  :                 52.5       82.8       70.9       92.4       49.0       82.5       67.2       87.8
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,403:    19,140     37,523      4,808      1,975      1,340      5,110          0          0     10,360        100        515:    3,130     2,950
Old  :    44,403:    19,140     37,523      4,808      1,975      1,340      5,110          0          0     10,360        100        515:    3,130     2,950
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       650:       630         30       -600          0          0          0          0          0          0          0          0:      620       620
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.1       84.5       10.8        4.4        3.0       11.5        0.0        0.0       23.3        0.2        1.2:      7.0       6.6
Old  :     100.0:      43.1       84.5       10.8        4.4        3.0       11.5        0.0        0.0       23.3        0.2        1.2:      7.0       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15          9          .          .          .          .          0          0          .          .          .:
Old  :        26:        15          9          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          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  :                 48.6       81.4       69.3       91.0       45.1       80.5       65.4       86.4
Old  :                 48.6       81.4       69.3       91.0       45.1       80.5       65.4       86.4
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    67,175:    31,365     40,335      4,655          0      4,055      4,655     15,125        175     14,955        700      1,225:    6,090     5,560
Old  :    67,175:    31,365     40,335      4,655          0      4,055      4,655     15,125        175     14,955        700      1,225:    6,090     5,560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     3,345:       410      4,210      3,350       -550       -825          0         50          0        -50          0          0:      460       460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.7       60.0        6.9        0.0        6.0        6.9       22.5        0.3       22.3        1.0        1.8:      9.1       8.3
Old  :     100.0:      46.7       60.0        6.9        0.0        6.0        6.9       22.5        0.3       22.3        1.0        1.8:      9.1       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         11          .          0          .          .          .          .          4          .          .:
Old  :        30:        16         11          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          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  :                 54.8       62.7       75.2       80.3       51.8       62.3       67.5       77.5
Old  :                 54.8       62.7       75.2       80.3       51.8       62.3       67.5       77.5
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    62,815:    29,655     36,790      5,685          0      4,255      4,320     15,125        175     12,675        700      1,225:    4,825     4,545
Old  :    62,815:    29,655     36,790      5,685          0      4,255      4,320     15,125        175     12,675        700      1,225:    4,825     4,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     3,750:       460      4,260      3,900          0     -1,255          0         50          0        -50          0          0:      695       695
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.2       58.6        9.1        0.0        6.8        6.9       24.1        0.3       20.2        1.1        2.0:      7.7       7.2
Old  :     100.0:      47.2       58.6        9.1        0.0        6.8        6.9       24.1        0.3       20.2        1.1        2.0:      7.7       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         12          .          0          .          .          .          .          4          .          .:
Old  :        30:        16         12          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          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       64.3       76.3       80.1       49.0       63.4       67.1       76.1
Old  :                 55.2       64.3       76.3       80.1       49.0       63.4       67.1       76.1
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,898:    29,760     21,855          0     16,645         20     18,395        365      3,540          0      9,310      1,355:    2,828     2,808
Old  :    55,898:    29,760     21,855          0     16,645         20     18,395        365      3,540          0      9,310      1,355:    2,828     2,808
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        60:        25          0          0          0          0         50          0        -25          0         75          0:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       39.1        0.0       29.8        0.0       32.9        0.7        6.3        0.0       16.7        2.4:      5.1       5.0
Old  :     100.0:      53.2       39.1        0.0       29.8        0.0       32.9        0.7        6.3        0.0       16.7        2.4:      5.1       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         10          0          .          .          .          .          .          0          .          .:
Old  :        31:        20         10          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          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  :                 59.3       68.3       79.9       86.1       55.3       61.0       69.3       73.3
Old  :                 59.3       68.3       79.9       86.1       55.3       61.0       69.3       73.3
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,661:    25,882     19,265          0     14,222         70     13,825        365      3,565          0      5,975      1,490:    2,829     2,709
Old  :    47,661:    25,882     19,265          0     14,222         70     13,825        365      3,565          0      5,975      1,490:    2,829     2,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :        25:        25          0          0          0          0          0          0          0          0         25          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       40.4        0.0       29.8        0.1       29.0        0.8        7.5        0.0       12.5        3.1:      5.9       5.7
Old  :     100.0:      54.3       40.4        0.0       29.8        0.1       29.0        0.8        7.5        0.0       12.5        3.1:      5.9       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        20          9          0          .          .          .          .          .          0          .          .:
Old  :        30:        20          9          0          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          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  :                 59.1       63.5       77.9       84.8       51.7       54.5       66.3       69.3
Old  :                 59.1       63.5       77.9       84.8       51.7       54.5       66.3       69.3
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   182,738:    98,482     79,382     19,484      1,975      7,434          0     27,545      7,485        900      9,990      3,100:   45,853    45,827
Old  :   182,738:    98,482     79,382     19,484      1,975      7,434          0     27,545      7,485        900      9,990      3,100:   45,853    45,827
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     2,707:     2,677        197     -1,510        565      1,381          0        -50        100        200        655        100:     -241      -241
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       43.4       10.7        1.1        4.1        0.0       15.1        4.1        0.5        5.5        1.7:     25.1      25.1
Old  :     100.0:      53.9       43.4       10.7        1.1        4.1        0.0       15.1        4.1        0.5        5.5        1.7:     25.1      25.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        24         25          .          .          .          0          4          .          .          4          4:
Old  :        45:        24         25          .          .          .          0          4          .          .          4          4:
Other:         0:         0          0          0          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  :                 44.3       32.9       59.4       50.9       39.1       28.4       48.5       41.9
Old  :                 44.3       32.9       59.4       50.9       39.1       28.4       48.5       41.9
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   154,629:    79,233     67,177     16,496        365      7,018          0     22,005      7,205        900      7,133      4,025:   39,752    39,701
Old  :   154,629:    79,233     67,177     16,496        365      7,018          0     22,005      7,205        900      7,133      4,025:   39,752    39,701
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     4,297:     4,422      1,907     -2,545        315      1,775          0       -100        100        200        -45        270:       75        75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       43.4       10.7        0.2        4.5        0.0       14.2        4.7        0.6        4.6        2.6:     25.7      25.7
Old  :     100.0:      51.2       43.4       10.7        0.2        4.5        0.0       14.2        4.7        0.6        4.6        2.6:     25.7      25.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        23         26          .          .          .          0          4          .          .          4          4:
Old  :        44:        23         26          .          .          .          0          4          .          .          4          4:
Other:         0:         0          0          0          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  :                 39.4       34.5       55.6       52.9       33.1       29.9       43.7       39.4
Old  :                 39.4       34.5       55.6       52.9       33.1       29.9       43.7       39.4
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    60,531:    22,210     33,085     18,176      6,821      7,645        965          0      7,200          0      1,495          0:    4,335     4,285
Old  :    60,531:    22,210     33,085     18,176      6,821      7,645        965          0      7,200          0      1,495          0:    4,335     4,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       -40:       -35        -75          0         40         15          0          0          0          0          0          0:      -20       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       54.7       30.0       11.3       12.6        1.6        0.0       11.9        0.0        2.5        0.0:      7.2       7.1
Old  :     100.0:      36.7       54.7       30.0       11.3       12.6        1.6        0.0       11.9        0.0        2.5        0.0:      7.2       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         12          .          .          .          .          0          .          0          .          0:
Old  :        26:        13         12          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          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  :                 61.5       47.8       79.2       77.0       45.0       38.4       52.5       53.3
Old  :                 61.5       47.8       79.2       77.0       45.0       38.4       52.5       53.3
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    51,375:    20,365     27,455     11,561      4,716      5,329      1,295          0      7,300          0      1,220          0:    5,525     5,355
Old  :    51,375:    20,365     27,455     11,561      4,716      5,329      1,295          0      7,300          0      1,220          0:    5,525     5,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -840:      -675       -850          0        125       -125        -50          0          0          0          0          0:       10        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.6       53.4       22.5        9.2       10.4        2.5        0.0       14.2        0.0        2.4        0.0:     10.8      10.4
Old  :     100.0:      39.6       53.4       22.5        9.2       10.4        2.5        0.0       14.2        0.0        2.4        0.0:     10.8      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         13          .          .          .          .          0          .          0          .          0:
Old  :        25:        16         13          .          .          .          .          0          .          0          .          0:
Other:         0:         0          0          0          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  :                 54.6       46.9       71.2       74.7       39.3       36.8       47.5       50.0
Old  :                 54.6       46.9       71.2       74.7       39.3       36.8       47.5       50.0
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,835:    22,695     21,955        250      3,660      5,585      4,375      3,655      4,725      1,680          0          0:    4,525     4,255
Old  :    43,835:    22,695     21,955        250      3,660      5,585      4,375      3,655      4,725      1,680          0          0:    4,525     4,255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -830:    -1,200       -100          0     -1,100        200          0          0          0          0          0          0:      170       170
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       50.1        0.6        8.3       12.7       10.0        8.3       10.8        3.8        0.0        0.0:     10.3       9.7
Old  :     100.0:      51.8       50.1        0.6        8.3       12.7       10.0        8.3       10.8        3.8        0.0        0.0:     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        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         15          .          .          .          .          .          .          .          0          0:
Old  :        26:        13         15          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          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  :                 56.4       48.3       76.5       71.2       38.6       34.2       48.5       49.0
Old  :                 56.4       48.3       76.5       71.2       38.6       34.2       48.5       49.0
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,835:    17,940     31,750          0      4,180      5,945     19,400      3,155      3,450      1,680          0          0:    4,420     4,355
Old  :    52,835:    17,940     31,750          0      4,180      5,945     19,400      3,155      3,450      1,680          0          0:    4,420     4,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :      -900:    -1,200          0          0     -1,200        175          0          0          0          0          0          0:      125       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.0       60.1        0.0        7.9       11.3       36.7        6.0        6.5        3.2        0.0        0.0:      8.4       8.2
Old  :     100.0:      34.0       60.1        0.0        7.9       11.3       36.7        6.0        6.5        3.2        0.0        0.0:      8.4       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         16          0          .          .          .          .          .          .          0          0:
Old  :        23:        12         16          0          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          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  :                 70.1       49.5       84.4       73.1       50.8       32.5       54.1       48.2
Old  :                 70.1       49.5       84.4       73.1       50.8       32.5       54.1       48.2
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   187,925:   100,975    123,755      3,707      7,938     20,204     30,105        150      4,515        100      3,277        378:   27,941    27,708
Old  :   187,925:   100,975    123,755      3,707      7,938     20,204     30,105        150      4,515        100      3,277        378:   27,941    27,708
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,005:       450        -80       -625       -445        325          0          0          0          0        350          0:      855       855
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       65.9        2.0        4.2       10.8       16.0        0.1        2.4        0.1        1.7        0.2:     14.9      14.7
Old  :     100.0:      53.7       65.9        2.0        4.2       10.8       16.0        0.1        2.4        0.1        1.7        0.2:     14.9      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        24         26          .          .          4          .          .          .          .          5          .:
Old  :        42:        24         26          .          .          4          .          .          .          .          5          .:
Other:         0:         0          0          0          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  :                 45.9       44.1       65.0       65.9       39.6       38.0       52.4       50.7
Old  :                 45.9       44.1       65.0       65.9       39.6       38.0       52.4       50.7
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
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   156,185:    81,440    104,255      1,587      2,770     21,872     26,245          0      6,025          0      2,534        180:   18,836    18,549
Old  :   156,185:    81,440    104,255      1,587      2,770     21,872     26,245          0      6,025          0      2,534        180:   18,836    18,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :       735:        75        310        315       -160        -15          0        -50          0          0        290        -15:      375       375
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       66.8        1.0        1.8       14.0       16.8        0.0        3.9        0.0        1.6        0.1:     12.1      11.9
Old  :     100.0:      52.1       66.8        1.0        1.8       14.0       16.8        0.0        3.9        0.0        1.6        0.1:     12.1      11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        24         23          .          .          4          .          0          .          0          5          .:
Old  :        38:        24         23          .          .          4          .          0          .          0          5          .:
Other:         0:         0          0          0          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  :                 46.9       43.8       66.4       61.6       37.8       34.9       48.1       44.2
Old  :                 46.9       43.8       66.4       61.6       37.8       34.9       48.1       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064FZA
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,465:    22,400     17,380        960      8,695      1,940      2,420        300        100        595          0        255:    1,795     1,795
Old  :    30,465:    22,400     17,380        960      8,695      1,940      2,420        300        100        595          0        255:    1,795     1,795
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,955:     1,975      1,925        -50          0         25          0          0          0          0          0          0:        5         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       57.0        3.2       28.5        6.4        7.9        1.0        0.3        2.0        0.0        0.8:      5.9       5.9
Old  :     100.0:      73.5       57.0        3.2       28.5        6.4        7.9        1.0        0.3        2.0        0.0        0.8:      5.9       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          5          .          .          .          .          .          .          .          0          .:
Old  :        20:        10          5          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          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  :                 65.7       88.5       85.9       93.4       64.1       84.0       78.8       86.2
Old  :                 65.7       88.5       85.9       93.4       64.1       84.0       78.8       86.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064FZB
Disaggregated Commitments of Traders - Futures Only, January 19, 2021                                                                                        
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,090:    22,765     16,610        290      8,455      2,330      2,420        300        100          0        110        475:    1,710     1,710
Old  :    30,090:    22,765     16,610        290      8,455      2,330      2,420        300        100          0        110        475:    1,710     1,710
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 12, 2021                                                                 :
     :     1,940:     1,975      1,925        -50          0         50          0          0          0          0          0          0:      -35       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       55.2        1.0       28.1        7.7        8.0        1.0        0.3        0.0        0.4        1.6:      5.7       5.7
Old  :     100.0:      75.7       55.2        1.0       28.1        7.7        8.0        1.0        0.3        0.0        0.4        1.6:      5.7       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          5          .          .          .          .          .          .          0          .          .:
Old  :        20:        10          5          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          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  :                 68.7       87.9       88.3       93.6       68.0       81.7       80.4       84.2
Old  :                 68.7       87.9       88.3       93.6       68.0       81.7       80.4       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 22, 2021