Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    16,158                :
: Positions                                                                                                    :
:   13,454    10,183       959     1,174       656         0         0         1       105     3,356       554 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      113       186        12        35        33         0         0         0        15       -69       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      63.0       5.9       7.3       4.1       0.0       0.0       0.0       0.6      20.8       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         4         0         0         .         .         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    31,906                :
: Positions                                                                                                    :
:   18,675    28,101     5,572       100     1,742         0       419       101     4,372         6     1,406 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,452     1,007      -186         0       236         0         0         0      -198         0      -145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      88.1      17.5       0.3       5.5       0.0       1.3       0.3      13.7       0.0       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        20         .         .         .         0         .         .         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    28,602                :
: Positions                                                                                                    :
:   21,150    24,193       758       784     2,692       422         0       153     2,622       125       625 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      300       100      -285       275       230         0         0         0        85      -250       -33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      84.6       2.7       2.7       9.4       1.5       0.0       0.5       9.2       0.4       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        16         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 1Megawatt for 368 Hours)                       :
CFTC Code #064394                                                    Open Interest is   150,685                :
: Positions                                                                                                    :
:  100,331   106,659     2,370    16,840    22,850    18,212         0       105     4,622     2,665     1,289 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    3,658     1,659      -300     2,000      -477       238         0       -35      -175       -69       147 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      70.8       1.6      11.2      15.2      12.1       0.0       0.1       3.1       1.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       27        30         .         6         7        10         0         .         5         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    62,531                :
: Positions                                                                                                    :
:   50,659    42,148     1,485    12,304     2,763     3,491         0       711     1,123     2,317     2,225 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,832       570      -446      -289       399      -181         0       141      -619       357       545 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      67.4       2.4      19.7       4.4       5.6       0.0       1.1       1.8       3.7       3.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        17         .         4         .         4         0         .         4         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    38,951                :
: Positions                                                                                                    :
:   33,763    29,095     1,223     6,756     1,775         0         0         0     1,375       480       810 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,000       850      -100       250       300         0         0         0      -125      -325         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      74.7       3.1      17.3       4.6       0.0       0.0       0.0       3.5       1.2       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    48,228                :
: Positions                                                                                                    :
:   25,827    18,654     4,624    16,783     6,322    10,440         0         0         0     5,492       685 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,050       162         0       860       100         0         0         0         0        50        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      38.7       9.6      34.8      13.1      21.6       0.0       0.0       0.0      11.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        18         5         4         7         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    58,635                :
: Positions                                                                                                    :
:   36,613    24,035     2,421    21,053     7,414     8,951         0       655       516     4,242     1,119 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,468       147       -35       947       174      -543         0         0       188       -11       -13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.4      41.0       4.1      35.9      12.6      15.3       0.0       1.1       0.9       7.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        22         .         5         7         8         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    69,932                :
: Positions                                                                                                    :
:   40,827    29,440    25,422    32,798     1,085        50         0         0       816     5,280     1,326 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       20       330       -50      -350        26         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      42.1      36.4      46.9       1.6       0.1       0.0       0.0       1.2       7.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        14         5         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    90,297                :
: Positions                                                                                                    :
:   56,503    32,031    29,259    49,076     1,625        60       100         0     1,001     5,972     1,468 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      -90       362      -148      -605       498         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      35.5      32.4      54.3       1.8       0.1       0.1       0.0       1.1       6.6       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        16         6         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    29,176                :
: Positions                                                                                                    :
:   18,524    26,524     8,553         0     2,018         0         0         0         0         2        66 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       160       160         0        40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      90.9      29.3       0.0       6.9       0.0       0.0       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         5         0         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    28,974                :
: Positions                                                                                                    :
:   23,922    13,918       690    11,116     3,640         0       300         0       500         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      139       538       -50      -445       240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      48.0       2.4      38.4      12.6       0.0       1.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         .         5         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                   :
CFTC Code #06439N                                                    Open Interest is    31,997                :
: Positions                                                                                                    :
:   22,855    24,840     5,240     1,617     3,850         0         0         0         0     1,640        50 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    2,268       648      -420       300     1,165         0         0         0         0       900         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      77.6      16.4       5.1      12.0       0.0       0.0       0.0       0.0       5.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13         9         .         .         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mw per Peak Hour                                      :
CFTC Code #06439R                                                    Open Interest is   127,905                :
: Positions                                                                                                    :
:   78,026    62,783    13,111    31,127    18,161    11,354       982       726     1,872     9,650     4,143 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    3,307     4,582     4,414     3,125      -920       233        32         6      -213      -152       612 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      49.1      10.3      24.3      14.2       8.9       0.8       0.6       1.5       7.5       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       40        34         .         5         5         8         .         .         8         8        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                  :
CFTC Code #06439S                                                    Open Interest is    27,441                :
: Positions                                                                                                    :
:   13,631    18,107    10,164     6,300     2,434         0       600         0       300         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0       120       120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      66.0      37.0      23.0       8.9       0.0       2.2       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         4         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439U                                                    Open Interest is    25,536                :
: Positions                                                                                                    :
:   13,256    16,157     9,889     7,600     1,179         0       600         0       300         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0       120       120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      63.3      38.7      29.8       4.6       0.0       2.3       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         4         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV   1 Mwh per peak hour                                        :
CFTC Code #06439V                                                    Open Interest is    40,720                :
: Positions                                                                                                    :
:   15,323    24,667    21,274     2,123     4,042        50     8,338         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -595     1,400     1,994         0      -848         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      60.6      52.2       5.2       9.9       0.1      20.5       0.0       0.0       3.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         .         4         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV   1 MWh per Off-Peak Hour                                 :
CFTC Code #06439W                                                    Open Interest is    35,435                :
: Positions                                                                                                    :
:   14,969    22,348    15,372     1,285     5,064         0     5,188         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       600       600         0      -348         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.2      63.1      43.4       3.6      14.3       0.0      14.6       0.0       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 Mwh per Off-Peak Hour                              :
CFTC Code #0643A8                                                    Open Interest is    72,508                :
: Positions                                                                                                    :
:   49,154    36,738     3,846    21,155     9,808     5,813         0         0     1,540     2,095     1,760 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -415       336     3,834     2,484    -2,148         0         0         0      -600         0       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      50.7       5.3      29.2      13.5       8.0       0.0       0.0       2.1       2.9       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        18         .         4         5         .         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    34,180                :
: Positions                                                                                                    :
:   23,352    32,080     9,021         0     1,514         0         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      275       415       140         0        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      93.9      26.4       0.0       4.4       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         5         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    45,976                :
: Positions                                                                                                    :
:   36,374    29,955     1,283     9,138     6,337     1,488       300        68         0       168         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -280      -160         0      -410       400      -160         0        68         0        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      65.2       2.8      19.9      13.8       3.2       0.7       0.1       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         .         5         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    51,463                :
: Positions                                                                                                    :
:   34,372    45,639    11,888     3,659     1,725         0        70         0     2,779         0        10 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      435       460         0       -10         5         0         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      88.7      23.1       7.1       3.4       0.0       0.1       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    58,074                :
: Positions                                                                                                    :
:   39,123    46,457    12,172     8,714     2,390         0       155         0     3,750         0       143 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      270       380       245       150       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      80.0      21.0      15.0       4.1       0.0       0.3       0.0       6.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        12         4         4         5         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 368 Hours)                  :
CFTC Code #0643BF                                                    Open Interest is    88,077                :
: Positions                                                                                                    :
:   67,140    79,591    16,030     4,894     1,260        35       252        30     1,266       382     1,583 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      327       438        90         0         5         0        25         0       -84      -130        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      90.4      18.2       5.6       1.4       0.0       0.3       0.0       1.4       0.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        24         7         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   111,992                :
: Positions                                                                                                    :
:   87,803    99,535    17,677     7,396     1,550       665       773       133     2,261       997     1,380 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      640       299       119        50        -5        50       250      -220      -200       -12       -18 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      88.9      15.8       6.6       1.4       0.6       0.7       0.1       2.0       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       20        27         7         .         4         4         4         .         5         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    65,245                :
: Positions                                                                                                    :
:   46,852    57,756    13,297         0     2,676         0     1,159        60     1,690     2,874       615 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      715     1,978       946         0       140         0         0         0       389        83       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      88.5      20.4       0.0       4.1       0.0       1.8       0.1       2.6       4.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18         9         4         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    53,247                :
: Positions                                                                                                    :
:   36,596    48,598    14,876       679       840       150         0         0        75     2,420       710 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      852     1,512       645         0         0         0         0         0         0       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      91.3      27.9       1.3       1.6       0.3       0.0       0.0       0.1       4.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14         9         .         .         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    43,877                :
: Positions                                                                                                    :
:   24,805    36,608    11,857       150     5,940         0         0         0         0       872       120 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -349      -416      -137         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      83.4      27.0       0.3      13.5       0.0       0.0       0.0       0.0       2.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        13         5         .         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    48,401                :
: Positions                                                                                                    :
:   31,930    39,863    11,428     1,648     3,074       520     2,250         0       884     1,025       178 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       16      -266      -130         0        50      -120         0         0         0        37         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      82.4      23.6       3.4       6.4       1.1       4.6       0.0       1.8       2.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        16         .         4         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    18,129                :
: Positions                                                                                                    :
:    9,262    14,484     7,491       681       720         0     1,410         0       175       766         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0        75        75         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      79.9      41.3       3.8       4.0       0.0       7.8       0.0       1.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        10         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    16,344                :
: Positions                                                                                                    :
:    8,127    13,534     6,736       940       842         0       300         0        50       680         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0        75        75         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      82.8      41.2       5.8       5.2       0.0       1.8       0.0       0.3       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         8         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    24,871                :
: Positions                                                                                                    :
:   19,513    17,077     3,046     6,963       182       426        40        40       981        34       142 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      487       861       360         0         0         0         0         0         0        34         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      68.7      12.2      28.0       0.7       1.7       0.2       0.2       3.9       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        12         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    16,686                :
: Positions                                                                                                    :
:   13,523    14,360     1,837     1,702        70         0         0         0       488        70        80 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      765       802        60        75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      86.1      11.0      10.2       0.4       0.0       0.0       0.0       2.9       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    38,722                :
: Positions                                                                                                    :
:   23,445    19,422     8,550    11,315     1,832     1,300     4,523        50     2,381       615       715 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      374       420       334       309         5         0         5         0        46        20       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      50.2      22.1      29.2       4.7       3.4      11.7       0.1       6.1       1.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        20         4         .         6         .         .         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    22,447                :
: Positions                                                                                                    :
:   15,906     8,601     2,505     8,838     1,597       400     2,675         0     1,260         0       571 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      172       437       295        50      -100         0         0         0        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      38.3      11.2      39.4       7.1       1.8      11.9       0.0       5.6       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         .         6         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    16,021                :
: Positions                                                                                                    :
:    5,448    15,177     8,294         0       358        51         0       281     1,457        25        71 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       50       -19       -30         0        25         0         0         0       -14         0        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      94.7      51.8       0.0       2.2       0.3       0.0       1.8       9.1       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         4         0         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                            :
CFTC Code #0643CC                                                    Open Interest is    19,289                :
: Positions                                                                                                    :
:    5,936    19,289    10,752         0         0         0         0         0     2,295         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      110       125        15         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8     100.0      55.7       0.0       0.0       0.0       0.0       0.0      11.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         .         0         0         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    13,910                :
: Positions                                                                                                    :
:    3,918     6,585     7,577     5,200     1,745        40         0        40       320       180       100 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       -50       -50         0        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.2      47.3      54.5      37.4      12.5       0.3       0.0       0.3       2.3       1.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         8         5         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    49,985                :
: Positions                                                                                                    :
:   18,252    43,495    25,305     3,560     2,170       600         0         0     2,420         0       740 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      87.0      50.6       7.1       4.3       1.2       0.0       0.0       4.8       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         5         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    53,225                :
: Positions                                                                                                    :
:   19,747    47,120    28,235     3,570     1,725         0        20        80     2,330         0       710 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      88.5      53.0       6.7       3.2       0.0       0.0       0.2       4.4       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   113,967                :
: Positions                                                                                                    :
:   80,964    86,433    16,553    10,306    12,424       235       387       910     1,343     1,887     1,211 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:   -1,029     1,678       134    -2,540     1,270         0        -8        25       -36       -67         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      75.8      14.5       9.0      10.9       0.2       0.3       0.8       1.2       1.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        25         4         5         6         .         .         4         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   127,794                :
: Positions                                                                                                    :
:   91,468    96,693    14,968     9,323    16,193       249     1,030       900     1,720     1,120     2,069 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,633     1,538       -35       141       256         0       -99        49        -5        -9         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.6      75.7      11.7       7.3      12.7       0.2       0.8       0.7       1.3       0.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        28         .         6         6         .         .         .         .         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   328,652                :
: Positions                                                                                                    :
:  226,170   250,069     5,240    14,537    34,370    25,096     1,354     9,171    14,584     5,203    13,561 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    7,597     9,541      -562    -2,702     2,747     1,032       -61       126      -638       400       623 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      76.1       1.6       4.4      10.5       7.6       0.4       2.8       4.4       1.6       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       43        44         4         5         8        17         5        13        15         6        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    15,725                :
: Positions                                                                                                    :
:    9,400    10,670     2,005     3,825     1,115       960         0         0     1,510         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       30        50        50        80        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.8      67.9      12.8      24.3       7.1       6.1       0.0       0.0       9.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         7         .         .         4         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,225                :
: Positions                                                                                                    :
:    7,575     7,940     1,955     3,130     1,360       260       600         0     1,175         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       30        50        20        25       -90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      60.0      14.8      23.7      10.3       2.0       4.5       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is    18,955                :
: Positions                                                                                                    :
:   16,120    11,965         0     3,330       220         0       795       515       890     1,280       305 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    2,405     2,600      -100       210      -195         0       235       465       635       -20       195 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      63.1       0.0      17.6       1.2       0.0       4.2       2.7       4.7       6.8       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        14         0         .         .         0         .         .         .         6         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    30,980                :
: Positions                                                                                                    :
:   23,696    22,016     3,824     2,887     2,640       200         0         0       290     3,155       260 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      448       745       222       -70       -55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      71.1      12.3       9.3       8.5       0.6       0.0       0.0       0.9      10.2       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        18         .         .         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643IK                                                    Open Interest is    24,740                :
: Positions                                                                                                    :
:   15,145    17,970     3,425     4,040     2,550     2,000         0         0     1,200         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,920     1,720         0       200         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      72.6      13.8      16.3      10.3       8.1       0.0       0.0       4.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    87,527                :
: Positions                                                                                                    :
:   65,558    57,524    11,475    17,454     1,509         0     4,491       300     2,475         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      700       465         5       240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      65.7      13.1      19.9       1.7       0.0       5.1       0.3       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         4         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    68,014                :
: Positions                                                                                                    :
:   49,809    38,943     8,600    17,986     1,359         0     3,646        60     2,190         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      660       475        55       240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      57.3      12.6      26.4       2.0       0.0       5.4       0.1       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        13         .         4         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CTQ                                                    Open Interest is    14,763                :
: Positions                                                                                                    :
:   10,610     6,460        80     7,303       462     2,840         0       150         0         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      43.8       0.5      49.5       3.1      19.2       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    39,882                :
: Positions                                                                                                    :
:   22,376    17,377     7,743    12,346       492     4,360     4,064     1,260        22       594       540 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      849     1,299       450         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      43.6      19.4      31.0       1.2      10.9      10.2       3.2       0.1       1.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        16         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    28,620                :
: Positions                                                                                                    :
:   16,379    12,003     8,366     6,120       384       250     6,050       720         6       728       330 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      910     1,605       575         0      -120         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      41.9      29.2      21.4       1.3       0.9      21.1       2.5       0.0       2.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    22,117                :
: Positions                                                                                                    :
:   14,604     9,542     3,462     3,138       987         0     5,826         0       110         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       410       300        50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      43.1      15.7      14.2       4.5       0.0      26.3       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12         8         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    21,101                :
: Positions                                                                                                    :
:   12,365     7,131     6,375     1,525       200         0    10,150       400         0        35        75 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      805       480         0        25         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      33.8      30.2       7.2       0.9       0.0      48.1       1.9       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    98,850                :
: Positions                                                                                                    :
:   25,362    41,241    39,876    39,305     3,625    16,240     1,200         0       467         0       620 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       37        72       720       670         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.7      41.7      40.3      39.8       3.7      16.4       1.2       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    96,418                :
: Positions                                                                                                    :
:   24,857    41,001    32,267    36,075     3,680    16,590     1,200         0     4,918       250       396 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        7         7       720       720       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.8      42.5      33.5      37.4       3.8      17.2       1.2       0.0       5.1       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    28,141                :
: Positions                                                                                                    :
:   20,982     7,221       105       906     2,190         0    11,360       100       970     2,795         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      25.7       0.4       3.2       7.8       0.0      40.4       0.4       3.4       9.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         .         .         0         4         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    27,841                :
: Positions                                                                                                    :
:   20,832     7,261       155       966     2,115         0    11,310       100       970     2,645         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      26.1       0.6       3.5       7.6       0.0      40.6       0.4       3.5       9.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         .         .         0         4         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    52,312                :
: Positions                                                                                                    :
:   15,903    41,098    19,620     8,690        60     9,530         0         0     4,665         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      -40       -25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4      78.6      37.5      16.6       0.1      18.2       0.0       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    56,351                :
: Positions                                                                                                    :
:   16,672    41,991    23,919     7,395        80     9,180         0         0     4,355     4,800         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      115       115         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      74.5      42.4      13.1       0.1      16.3       0.0       0.0       7.7       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    53,780                :
: Positions                                                                                                    :
:   20,050    48,010    17,255     1,070     1,995     2,295       575       150     9,070         0        35 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       600       300      -300       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.3      89.3      32.1       2.0       3.7       4.3       1.1       0.3      16.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    48,905                :
: Positions                                                                                                    :
:   17,920    42,885    17,485     1,250     1,980     2,070       575       210     6,340         0       385 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       60       600       240      -300       300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.6      87.7      35.8       2.6       4.0       4.2       1.2       0.4      13.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    84,185                :
: Positions                                                                                                    :
:   32,385    71,020    18,860     4,290     2,975    20,840       275       940     3,280       210     1,275 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      84.4      22.4       5.1       3.5      24.8       0.3       1.1       3.9       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    81,295                :
: Positions                                                                                                    :
:   31,915    68,285    18,555     4,290     3,080    20,540       550       940     2,095       210     1,275 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      84.0      22.8       5.3       3.8      25.3       0.7       1.2       2.6       0.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        10         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    60,392                :
: Positions                                                                                                    :
:   34,838    26,060     2,242    22,114        20    13,205     1,015     1,710     1,380     2,615       825 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      300         0         0       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      43.2       3.7      36.6       0.0      21.9       1.7       2.8       2.3       4.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    52,530                :
: Positions                                                                                                    :
:   30,603    26,125     2,182    15,897        20     9,625     1,015     1,710     1,025       750     1,055 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      300         0         0       300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      49.7       4.2      30.3       0.0      18.3       1.9       3.3       2.0       1.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   230,581                :
: Positions                                                                                                    :
:  127,326   100,244    41,131     7,939     5,998         0    48,710       415       220    11,824       256 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -433    -2,205    -1,515        32        75         0       100         0      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      43.5      17.8       3.4       2.6       0.0      21.1       0.2       0.1       5.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        26         .         .         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   210,906                :
: Positions                                                                                                    :
:  123,050    94,562    27,739     2,762     7,684         0    44,085       570       220     9,640     1,048 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      -20    -1,955    -1,720        15       156         0       100         0      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      44.8      13.2       1.3       3.6       0.0      20.9       0.3       0.1       4.6       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        25         4         .         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    51,339                :
: Positions                                                                                                    :
:   15,188    29,065    13,173     3,186    11,063     4,690         0       990         0     1,045        10 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:     -115       150      -500      -750       145         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      56.6      25.7       6.2      21.5       9.1       0.0       1.9       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         .         .         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    44,125                :
: Positions                                                                                                    :
:   11,840    25,670    11,781     1,626     7,949     4,230         0     1,140         0       815        10 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:        0       200      -600      -800       640         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.8      58.2      26.7       3.7      18.0       9.6       0.0       2.6       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         4         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    48,571                :
: Positions                                                                                                    :
:   21,840    27,120     5,425     1,040    11,415     3,400     3,805       486       990         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       65       125        75         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      55.8      11.2       2.1      23.5       7.0       7.8       1.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         4         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    49,580                :
: Positions                                                                                                    :
:   15,554    28,325     1,100     1,804     8,860    16,370     3,915        36       990         0         0 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:      190       190      -300         0       400       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.4      57.1       2.2       3.6      17.9      33.0       7.9       0.1       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        13         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   222,949                :
: Positions                                                                                                    :
:  123,000   126,519     6,791    25,176    20,580    22,535         0     2,605       151       762     1,467 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:       26    -3,495       282     1,900    -2,570    -1,800         0         0       115         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      56.7       3.0      11.3       9.2      10.1       0.0       1.2       0.1       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       27        27         .         .         6         4         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of July 27, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   183,220                :
: Positions                                                                                                    :
:  101,062   105,715     5,469    11,244    19,378    10,515         0     8,970       960       787     1,080 :
:                                                                                                              :
: Changes from:     July 20, 2021                                                                              :
:    1,070    -1,645       300     1,255      -860    -1,800         0         0         0       -40       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      57.7       3.0       6.1      10.6       5.7       0.0       4.9       0.5       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        22         4         .         4         4         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------



Updated July 30, 2021