COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    17,347:    13,213      9,275        361      1,092      1,559        207          0         49          0      3,278      1,307:      653       787
Old  :    17,347:    13,213      9,275        361      1,092      1,559        207          0         49          0      3,278      1,307:      653       787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       389:       584        317         20         58        -11        -67          0          0          0        209         38:     -175      -222
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       53.5        2.1        6.3        9.0        1.2        0.0        0.3        0.0       18.9        7.5:      3.8       4.5
Old  :     100.0:      76.2       53.5        2.1        6.3        9.0        1.2        0.0        0.3        0.0       18.9        7.5:      3.8       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         12          .          .          .          .          0          .          0          5          .:
Old  :        23:        12         12          .          .          .          .          0          .          0          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       49.9       79.5       74.0       29.7       30.2       38.0       39.3
Old  :                 58.3       49.9       79.5       74.0       29.7       30.2       38.0       39.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    33,839:    18,090     30,062      5,068          0      2,422        150         14        680      6,604         37        605:      220        19
Old  :    33,839:    18,090     30,062      5,068          0      2,422        150         14        680      6,604         37        605:      220        19
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,366:      -597      1,040      1,172          0        291        -24         14        -21        355          0        165:       25      -123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       88.8       15.0        0.0        7.2        0.4        0.0        2.0       19.5        0.1        1.8:      0.7       0.1
Old  :     100.0:      53.5       88.8       15.0        0.0        7.2        0.4        0.0        2.0       19.5        0.1        1.8:      0.7       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        21         25          .          0          .          .          .          .          7          .          5:
Old  :        44:        21         25          .          0          .          .          .          .          7          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.4       54.3       60.4       75.1       28.6       47.2       43.0       59.2
Old  :                 36.4       54.3       60.4       75.1       28.6       47.2       43.0       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MWh for about 368 Hours)                                                                                             :
     :          :    Positions                                                                                                           :
All  :    31,952:    23,792     26,988        818      1,679      2,642          0        128        325      4,210         25        165:        0         0
Old  :    31,952:    23,792     26,988        818      1,679      2,642          0        128        325      4,210         25        165:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       733:      -205        215        420         55        603          0       -175         75       -115         25        -35:      -10       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.5       84.5        2.6        5.3        8.3        0.0        0.4        1.0       13.2        0.1        0.5:      0.0       0.0
Old  :     100.0:      74.5       84.5        2.6        5.3        8.3        0.0        0.4        1.0       13.2        0.1        0.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         21          .          .          .          0          .          .          5          .          .:
Old  :        38:        22         21          .          .          .          0          .          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       60.7       72.3       82.3       49.8       54.5       60.3       68.2
Old  :                 51.2       60.7       72.3       82.3       49.8       54.5       60.3       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 1Megawatt for 368 Hours)                                                                                  :
     :          :    Positions                                                                                                           :
All  :   131,060:    89,667     89,403      2,148     16,923     17,365     15,720        125        300      4,007      5,091      1,606:      247       247
Old  :   131,060:    89,667     89,403      2,148     16,923     17,365     15,720        125        300      4,007      5,091      1,606:      247       247
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       935:    -2,433     -2,402       -112       -422      3,552        279       -390         39       -760        105        382:      -12        71
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       68.2        1.6       12.9       13.2       12.0        0.1        0.2        3.1        3.9        1.2:      0.2       0.2
Old  :     100.0:      68.4       68.2        1.6       12.9       13.2       12.0        0.1        0.2        3.1        3.9        1.2:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        27         31          .          5          6          9          .          .          8          5          7:
Old  :        62:        27         31          .          5          6          9          .          .          8          5          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       38.8       64.4       61.6       42.6       31.2       49.2       43.9
Old  :                 49.4       38.8       64.4       61.6       42.6       31.2       49.2       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    59,556:    46,934     42,944      1,485     10,937      2,507      5,646          0          0      2,213      2,422        688:       83        58
Old  :    59,556:    46,934     42,944      1,485     10,937      2,507      5,646          0          0      2,213      2,422        688:       83        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       238:      -435       -351          0        136        423         12          0          0        297        109        -88:       29         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       72.1        2.5       18.4        4.2        9.5        0.0        0.0        3.7        4.1        1.2:      0.1       0.1
Old  :     100.0:      78.8       72.1        2.5       18.4        4.2        9.5        0.0        0.0        3.7        4.1        1.2:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        24         16          .          4          4          7          0          0          4          5          5:
Old  :        47:        24         16          .          4          4          7          0          0          4          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       76.8       79.4       89.1       63.4       66.9       73.1       75.5
Old  :                 63.4       76.8       79.4       89.1       63.4       66.9       73.1       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    37,002:    31,816     28,103      2,071      5,006      1,205          0        543         50      1,635      1,870        225:        0         0
Old  :    37,002:    31,816     28,103      2,071      5,006      1,205          0        543         50      1,635      1,870        225:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       277:      -197         23        175        150         75          0         12          0        270         63        -46:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       75.9        5.6       13.5        3.3        0.0        1.5        0.1        4.4        5.1        0.6:      0.0       0.0
Old  :     100.0:      86.0       75.9        5.6       13.5        3.3        0.0        1.5        0.1        4.4        5.1        0.6:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        13         13          .          .          .          0          .          .          .          4          .:
Old  :        31:        13         13          .          .          .          0          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       83.3       93.1       92.0       68.7       70.7       81.6       78.6
Old  :                 73.6       83.3       93.1       92.0       68.7       70.7       81.6       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    49,583:    27,001     19,722      5,908     19,471      3,555     11,740        100          0        100      5,671        649:      630       415
Old  :    49,583:    27,001     19,722      5,908     19,471      3,555     11,740        100          0        100      5,671        649:      630       415
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       119:    -2,432       -437      1,900          0        605          0          0          0          0         -5          5:       41       -49
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       39.8       11.9       39.3        7.2       23.7        0.2        0.0        0.2       11.4        1.3:      1.3       0.8
Old  :     100.0:      54.5       39.8       11.9       39.3        7.2       23.7        0.2        0.0        0.2       11.4        1.3:      1.3       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        15         16          5          .          6          .          .          0          .          .          .:
Old  :        33:        15         16          5          .          6          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       63.6       74.7       82.8       53.9       58.0       68.6       72.6
Old  :                 55.0       63.6       74.7       82.8       53.9       58.0       68.6       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    60,218:    35,068     24,078      4,078     25,014      4,652     13,881        196         40        316      4,722      1,051:    1,132       465
Old  :    60,218:    35,068     24,078      4,078     25,014      4,652     13,881        196         40        316      4,722      1,051:    1,132       465
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       349:    -2,407       -794      1,521         32      1,162         85          0        -45        -20        -24         20:       33        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.2       40.0        6.8       41.5        7.7       23.1        0.3        0.1        0.5        7.8        1.7:      1.9       0.8
Old  :     100.0:      58.2       40.0        6.8       41.5        7.7       23.1        0.3        0.1        0.5        7.8        1.7:      1.9       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        20         18          .          4          6          7          .          .          .          .          .:
Old  :        44:        20         18          .          4          6          7          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       58.0       72.8       81.0       55.3       52.0       69.5       69.0
Old  :                 55.6       58.0       72.8       81.0       55.3       52.0       69.5       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    68,248:    44,970     27,319     19,202     33,501        900        100          0          0      1,025      5,280      1,125:      926       123
Old  :    68,248:    44,970     27,319     19,202     33,501        900        100          0          0      1,025      5,280      1,125:      926       123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       707:       282     -5,710        415      6,435         -8          0          0          0          0          0          0:       18       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       40.0       28.1       49.1        1.3        0.1        0.0        0.0        1.5        7.7        1.6:      1.4       0.2
Old  :     100.0:      65.9       40.0       28.1       49.1        1.3        0.1        0.0        0.0        1.5        7.7        1.6:      1.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        17         15          4          4          4          .          0          0          .          .          .:
Old  :        37:        17         15          4          4          4          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.8       57.4       76.8       82.7       52.7       57.4       74.9       81.9
Old  :                 53.8       57.4       76.8       82.7       52.7       57.4       74.9       81.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    91,388:    60,655     29,955     26,442     53,167        845        196         65         10        973      5,451      1,875:      392        20
Old  :    91,388:    60,655     29,955     26,442     53,167        845        196         65         10        973      5,451      1,875:      392        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,495:       915     -5,024        525      6,429         40          0         65          0         15          0          0:        0       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       32.8       28.9       58.2        0.9        0.2        0.1        0.0        1.1        6.0        2.1:      0.4       0.0
Old  :     100.0:      66.4       32.8       28.9       58.2        0.9        0.2        0.1        0.0        1.1        6.0        2.1:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         16          4          4          .          .          .          .          .          .          .:
Old  :        43:        22         16          4          4          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       62.2       72.9       79.7       51.0       62.2       72.2       79.4
Old  :                 51.3       62.2       72.9       79.7       51.0       62.2       72.2       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,391:    18,743     27,007      8,988          0      1,548          0          0          0        100        286          0:       12       550
Old  :    29,391:    18,743     27,007      8,988          0      1,548          0          0          0        100        286          0:       12       550
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -170:      -805       -200        605          0         30          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       91.9       30.6        0.0        5.3        0.0        0.0        0.0        0.3        1.0        0.0:      0.0       1.9
Old  :     100.0:      63.8       91.9       30.6        0.0        5.3        0.0        0.0        0.0        0.3        1.0        0.0:      0.0       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         12          4          0          .          0          0          0          .          .          0:
Old  :        25:        15         12          4          0          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.7       81.7       89.4       93.6       64.0       77.4       77.2       81.5
Old  :                 72.7       81.7       89.4       93.6       64.0       77.4       77.2       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    29,596:    25,255     13,040          0     12,961      3,065          0        400          0      1,010        100          0:      266        30
Old  :    29,596:    25,255     13,040          0     12,961      3,065          0        400          0      1,010        100          0:      266        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -190:    -1,225        135          0     -1,380      1,025          0          0          0          0          0          0:       10        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       44.1        0.0       43.8       10.4        0.0        1.4        0.0        3.4        0.3        0.0:      0.9       0.1
Old  :     100.0:      85.3       44.1        0.0       43.8       10.4        0.0        1.4        0.0        3.4        0.3        0.0:      0.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         13          0          .          .          0          .          0          .          .          0:
Old  :        23:        14         13          0          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       62.2       77.4       89.0       44.3       52.0       57.9       61.9
Old  :                 58.6       62.2       77.4       89.0       44.3       52.0       57.9       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh per Peak Hour                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    28,755:    20,342     25,683      4,410        820      1,820        150          0          0      1,650        132        300:       83         0
Old  :    28,755:    20,342     25,683      4,410        820      1,820        150          0          0      1,650        132        300:       83         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         0:    -2,000          0      2,000          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       89.3       15.3        2.9        6.3        0.5        0.0        0.0        5.7        0.5        1.0:      0.3       0.0
Old  :     100.0:      70.7       89.3       15.3        2.9        6.3        0.5        0.0        0.0        5.7        0.5        1.0:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          8          .          .          .          .          0          0          .          .          .:
Old  :        21:        11          8          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       79.1       84.7       94.3       51.0       71.5       71.4       75.9
Old  :                 60.8       79.1       84.7       94.3       51.0       71.5       71.4       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mw per Peak Hour                                                                                                      :
     :          :    Positions                                                                                                           :
All  :   121,326:    93,632     74,647        200     22,351     10,463      7,887        570      1,096      3,152      7,762      4,283:      613       154
Old  :   121,326:    93,632     74,647        200     22,351     10,463      7,887        570      1,096      3,152      7,762      4,283:      613       154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     3,172:       358     -6,707          0      6,391      2,753        425         50         -5       -403        682         43:        1       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       61.5        0.2       18.4        8.6        6.5        0.5        0.9        2.6        6.4        3.5:      0.5       0.1
Old  :     100.0:      77.2       61.5        0.2       18.4        8.6        6.5        0.5        0.9        2.6        6.4        3.5:      0.5       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        36         32          .          5          4          8          .          .          9          7          9:
Old  :        73:        36         32          .          5          4          8          .          .          9          7          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       37.0       56.5       61.9       29.9       25.5       39.1       38.2
Old  :                 40.8       37.0       56.5       61.9       29.9       25.5       39.1       38.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV                                                                                          Code-06439S
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh per Peak Hour                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    22,864:    13,944     20,184      6,028      1,200      1,480        300          0          0        300          0          0:      812         0
Old  :    22,864:    13,944     20,184      6,028      1,200      1,480        300          0          0        300          0          0:      812         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     2,196:       996      1,536        240       -300        960          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       88.3       26.4        5.2        6.5        1.3        0.0        0.0        1.3        0.0        0.0:      3.6       0.0
Old  :     100.0:      61.0       88.3       26.4        5.2        6.5        1.3        0.0        0.0        1.3        0.0        0.0:      3.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          9          .          .          .          .          0          0          .          0          0:
Old  :        21:        10          9          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.1       67.7       86.7       89.9       66.2       67.6       74.3       78.6
Old  :                 70.1       67.7       86.7       89.9       66.2       67.6       74.3       78.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439U
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,090:    12,895     18,860      5,753      1,200      1,030        300          0          0        300          0          0:      812         0
Old  :    21,090:    12,895     18,860      5,753      1,200      1,030        300          0          0        300          0          0:      812         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     2,150:     1,250      1,790        240       -300        660          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       89.4       27.3        5.7        4.9        1.4        0.0        0.0        1.4        0.0        0.0:      3.9       0.0
Old  :     100.0:      61.1       89.4       27.3        5.7        4.9        1.4        0.0        0.0        1.4        0.0        0.0:      3.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11          9          .          .          .          .          0          0          .          0          0:
Old  :        21:        11          9          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       67.0       82.8       90.8       63.8       65.9       73.3       79.6
Old  :                 65.9       67.0       82.8       90.8       63.8       65.9       73.3       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-06439V
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh per peak hour                                                                                                     :
     :          :    Positions                                                                                                           :
All  :    33,882:    24,348     24,650      5,175          0      4,269         50      4,663          0          0        300          0:       40         0
Old  :    33,882:    24,348     24,650      5,175          0      4,269         50      4,663          0          0        300          0:       40         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,278:       -62       -114        548          0        792          0        600          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       72.8       15.3        0.0       12.6        0.1       13.8        0.0        0.0        0.9        0.0:      0.1       0.0
Old  :     100.0:      71.9       72.8       15.3        0.0       12.6        0.1       13.8        0.0        0.0        0.9        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         9         13          .          0          .          .          .          0          0          .          0:
Old  :        23:         9         13          .          0          .          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       52.0       94.1       80.9       62.7       50.2       71.6       66.6
Old  :                 76.6       52.0       94.1       80.9       62.7       50.2       71.6       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439W
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MWh per Off-Peak Hour                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    31,373:    21,651     22,741      5,413          0      4,269          0      4,063          0          0        300          0:       40         0
Old  :    31,373:    21,651     22,741      5,413          0      4,269          0      4,063          0          0        300          0:       40         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,110:      -230         18        548          0        792          0        300          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       72.5       17.3        0.0       13.6        0.0       13.0        0.0        0.0        1.0        0.0:      0.1       0.0
Old  :     100.0:      69.0       72.5       17.3        0.0       13.6        0.0       13.0        0.0        0.0        1.0        0.0:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8         13          .          0          .          0          .          0          0          .          0:
Old  :        21:         8         13          .          0          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.7       45.9       94.6       77.2       58.9       43.6       69.2       62.1
Old  :                 75.7       45.9       94.6       77.2       58.9       43.6       69.2       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 Mwh per Off-Peak Hour                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    69,927:    58,286     44,256          0     15,027      5,697      4,063        325         25        450      3,165        720:      686       712
Old  :    69,927:    58,286     44,256          0     15,027      5,697      4,063        325         25        450      3,165        720:      686       712
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     5,498:     3,983     -1,855          0      5,538      1,215        300          0          0          0        600          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       63.3        0.0       21.5        8.1        5.8        0.5        0.0        0.6        4.5        1.0:      1.0       1.0
Old  :     100.0:      83.4       63.3        0.0       21.5        8.1        5.8        0.5        0.0        0.6        4.5        1.0:      1.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         18          0          5          4          .          .          .          .          5          .:
Old  :        36:        20         18          0          5          4          .          .          .          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       46.8       73.1       72.2       44.8       38.0       63.6       56.0
Old  :                 50.4       46.8       73.1       72.2       44.8       38.0       63.6       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,906:    23,371     31,784      8,954         50      1,444          0          0          0        100        196          0:       37       432
Old  :    33,906:    23,371     31,784      8,954         50      1,444          0          0          0        100        196          0:       37       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       159:      -441        159        600          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.9       93.7       26.4        0.1        4.3        0.0        0.0        0.0        0.3        0.6        0.0:      0.1       1.3
Old  :     100.0:      68.9       93.7       26.4        0.1        4.3        0.0        0.0        0.0        0.3        0.6        0.0:      0.1       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         15          4          .          .          0          0          0          .          .          0:
Old  :        30:        19         15          4          .          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       77.1       80.0       93.2       50.2       72.4       67.5       76.7
Old  :                 58.5       77.1       80.0       93.2       50.2       72.4       67.5       76.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    45,475:    37,591     26,755         55     12,667      5,303      2,160        425          0          0        255         70:      296         0
Old  :    45,475:    37,591     26,755         55     12,667      5,303      2,160        425          0          0        255         70:      296         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       738:      -281        484         55       -786      1,040        -96          0          0          0        -20         20:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       58.8        0.1       27.9       11.7        4.7        0.9        0.0        0.0        0.6        0.2:      0.7       0.0
Old  :     100.0:      82.7       58.8        0.1       27.9       11.7        4.7        0.9        0.0        0.0        0.6        0.2:      0.7       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         18          .          .          4          4          .          0          0          .          .:
Old  :        34:        18         18          .          .          4          4          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       69.6       79.8       91.3       51.3       58.7       65.0       71.1
Old  :                 58.1       69.6       79.8       91.3       51.3       58.7       65.0       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,062:    35,418     44,018      7,414      1,194      2,225          0        100          0      2,202          0         95:      708       430
Old  :    48,062:    35,418     44,018      7,414      1,194      2,225          0        100          0      2,202          0         95:      708       430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       250:      -160        -85        375        300         35          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       91.6       15.4        2.5        4.6        0.0        0.2        0.0        4.6        0.0        0.2:      1.5       0.9
Old  :     100.0:      73.7       91.6       15.4        2.5        4.6        0.0        0.2        0.0        4.6        0.0        0.2:      1.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         13          .          .          .          0          .          0          5          0          .:
Old  :        31:        17         13          .          .          .          0          .          0          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       88.1       75.3       94.2       48.0       83.5       71.4       85.7
Old  :                 50.8       88.1       75.3       94.2       48.0       83.5       71.4       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    54,195:    39,930     46,211      8,897      5,629      1,750          0        161          0      3,019          0        119:      480       325
Old  :    54,195:    39,930     46,211      8,897      5,629      1,750          0        161          0      3,019          0        119:      480       325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       665:      -650        485      1,140         10        170          0          0          0          5          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       85.3       16.4       10.4        3.2        0.0        0.3        0.0        5.6        0.0        0.2:      0.9       0.6
Old  :     100.0:      73.7       85.3       16.4       10.4        3.2        0.0        0.3        0.0        5.6        0.0        0.2:      0.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         13          .          .          4          0          .          0          4          0          .:
Old  :        33:        17         13          .          .          4          0          .          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       81.2       70.6       91.9       41.2       77.8       65.2       82.9
Old  :                 46.3       81.2       70.6       91.9       41.2       77.8       65.2       82.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV                                                                                          Code-0643BF
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 368 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    90,244:    71,184     80,603     15,599      5,340      1,003         41        237        135        653      1,769      1,117:      512        40
Old  :    90,244:    71,184     80,603     15,599      5,340      1,003         41        237        135        653      1,769      1,117:      512        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,341:    -2,089        981      3,341         81        140          0         52        115         10        185        -92:      -84      -121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       89.3       17.3        5.9        1.1        0.0        0.3        0.1        0.7        2.0        1.2:      0.6       0.0
Old  :     100.0:      78.9       89.3       17.3        5.9        1.1        0.0        0.3        0.1        0.7        2.0        1.2:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        19         25          5          .          4          .          .          .          .          .          .:
Old  :        43:        19         25          5          .          4          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.1       61.3       78.5       82.0       57.3       59.0       75.2       77.9
Old  :                 60.1       61.3       78.5       82.0       57.3       59.0       75.2       77.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :   115,666:    91,288     98,844     17,556      5,198      1,622        659      2,159        235      1,942      5,392      1,951:      412       265
Old  :   115,666:    91,288     98,844     17,556      5,198      1,622        659      2,159        235      1,942      5,392      1,951:      412       265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,475:    -2,667        818      3,997          0         -8         52        -29          9        130        670        -25:      -14        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       85.5       15.2        4.5        1.4        0.6        1.9        0.2        1.7        4.7        1.7:      0.4       0.2
Old  :     100.0:      78.9       85.5       15.2        4.5        1.4        0.6        1.9        0.2        1.7        4.7        1.7:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        22         27          5          .          4          .          5          4          4          .          5:
Old  :        55:        22         27          5          .          4          .          5          4          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       50.2       75.4       73.7       58.0       49.2       72.0       70.2
Old  :                 59.9       50.2       75.4       73.7       58.0       49.2       72.0       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    65,891:    50,098     57,543     12,294         57      2,046          0      3,635          0      1,311      2,453        127:       15        30
Old  :    65,891:    50,098     57,543     12,294         57      2,046          0      3,635          0      1,311      2,453        127:       15        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       964:       182        768        553       -289        289          0        -39          0        -20        275        -40:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       87.3       18.7        0.1        3.1        0.0        5.5        0.0        2.0        3.7        0.2:      0.0       0.0
Old  :     100.0:      76.0       87.3       18.7        0.1        3.1        0.0        5.5        0.0        2.0        3.7        0.2:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         10          .          .          .          0          .          0          4          .          .:
Old  :        33:        19         10          .          .          .          0          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.2       87.0       87.1       94.2       76.2       85.5       84.4       90.1
Old  :                 78.2       87.0       87.1       94.2       76.2       85.5       84.4       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                             Code-0643BR
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    51,930:    36,440     47,790     13,831          0        354          0        201        150         50      2,330      1,105:        0         0
Old  :    51,930:    36,440     47,790     13,831          0        354          0        201        150         50      2,330      1,105:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       476:         1        275        550          0          0          0        -74          0        -75        275          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       92.0       26.6        0.0        0.7        0.0        0.4        0.3        0.1        4.5        2.1:      0.0       0.0
Old  :     100.0:      70.2       92.0       26.6        0.0        0.7        0.0        0.4        0.3        0.1        4.5        2.1:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         10          4          0          .          0          .          .          .          .          .:
Old  :        29:        14         10          4          0          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.4       93.8       91.5       97.8       82.4       91.5       90.5       94.5
Old  :                 82.4       93.8       91.5       97.8       82.4       91.5       90.5       94.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                              Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW per Hour for about 386 Hours)                                                                                     :
     :          :    Positions                                                                                                           :
All  :    49,207:    29,053     39,744     10,457        194      7,995        100          0          0        776      1,076        148:      678        50
Old  :    49,207:    29,053     39,744     10,457        194      7,995        100          0          0        776      1,076        148:      678        50
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       232:       257       -368       -625          0        600          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       80.8       21.3        0.4       16.2        0.2        0.0        0.0        1.6        2.2        0.3:      1.4       0.1
Old  :     100.0:      59.0       80.8       21.3        0.4       16.2        0.2        0.0        0.0        1.6        2.2        0.3:      1.4       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         16          4          .          .          .          0          0          .          .          .:
Old  :        29:        16         16          4          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       79.1       78.6       90.2       45.1       60.7       57.7       65.6
Old  :                 54.7       79.1       78.6       90.2       45.1       60.7       57.7       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    53,906:    37,849     42,678      9,273      4,283      3,273      2,016      2,400          0        847        709        207:      441       356
Old  :    53,906:    37,849     42,678      9,273      4,283      3,273      2,016      2,400          0        847        709        207:      441       356
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -351:      -331     -1,311       -610        348        609          0          0          0        -17          0          3:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       79.2       17.2        7.9        6.1        3.7        4.5        0.0        1.6        1.3        0.4:      0.8       0.7
Old  :     100.0:      70.2       79.2       17.2        7.9        6.1        3.7        4.5        0.0        1.6        1.3        0.4:      0.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         15          .          5          6          .          .          0          .          .          .:
Old  :        34:        18         15          .          5          6          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       71.3       76.4       87.3       56.6       64.7       70.6       72.5
Old  :                 58.0       71.3       76.4       87.3       56.6       64.7       70.6       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    19,931:     9,361     16,491      9,483        284        500          0      1,720          0         51        838          0:      536        98
Old  :    19,931:     9,361     16,491      9,483        284        500          0      1,720          0         51        838          0:      536        98
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -180:       -60       -519       -180        279         60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.0       82.7       47.6        1.4        2.5        0.0        8.6        0.0        0.3        4.2        0.0:      2.7       0.5
Old  :     100.0:      47.0       82.7       47.6        1.4        2.5        0.0        8.6        0.0        0.3        4.2        0.0:      2.7       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         10          .          .          .          0          .          0          .          .          0:
Old  :        23:        10         10          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.1       74.1       89.7       90.6       71.7       72.3       87.7       88.7
Old  :                 72.1       74.1       89.7       90.6       71.7       72.3       87.7       88.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    17,932:     8,039     15,602      8,155        490        642          0        400          0         50        740          0:    1,046        58
Old  :    17,932:     8,039     15,602      8,155        490        642          0        400          0         50        740          0:    1,046        58
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -180:         0       -560       -180        380          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.8       87.0       45.5        2.7        3.6        0.0        2.2        0.0        0.3        4.1        0.0:      5.8       0.3
Old  :     100.0:      44.8       87.0       45.5        2.7        3.6        0.0        2.2        0.0        0.3        4.1        0.0:      5.8       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          7          .          .          .          0          .          0          .          .          0:
Old  :        20:         7          7          .          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       76.6       90.6       92.1       69.6       74.8       88.4       90.4
Old  :                 71.8       76.6       90.6       92.1       69.6       74.8       88.4       90.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    23,992:    19,470     16,669      1,900      6,809         68        496          0          0      1,345          0        102:      611       344
Old  :    23,992:    19,470     16,669      1,900      6,809         68        496          0          0      1,345          0        102:      611       344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        50:        50          0        -10         39         10          0          0          0          0          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       69.5        7.9       28.4        0.3        2.1        0.0        0.0        5.6        0.0        0.4:      2.5       1.4
Old  :     100.0:      81.2       69.5        7.9       28.4        0.3        2.1        0.0        0.0        5.6        0.0        0.4:      2.5       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         15          .          .          .          .          0          0          .          0          .:
Old  :        27:        13         15          .          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.8       72.6       84.6       92.3       66.3       72.6       82.0       91.0
Old  :                 67.8       72.6       84.6       92.3       66.3       72.6       82.0       91.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    16,189:    13,071     13,825      1,769      1,736          6          0          0          0        729        100         40:      574       482
Old  :    16,189:    13,071     13,825      1,769      1,736          6          0          0          0        729        100         40:      574       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        50:        50         50          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       85.4       10.9       10.7        0.0        0.0        0.0        0.0        4.5        0.6        0.2:      3.5       3.0
Old  :     100.0:      80.7       85.4       10.9       10.7        0.0        0.0        0.0        0.0        4.5        0.6        0.2:      3.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         10          .          .          .          0          0          0          .          .          .:
Old  :        23:        13         10          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       83.8       82.6       94.6       67.2       82.3       81.3       90.5
Old  :                 67.2       83.8       82.6       94.6       67.2       82.3       81.3       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    42,272:    27,815     19,702      7,494     14,517      1,793      1,800      4,860         50      2,220        599        710:      390        41
Old  :    42,272:    27,815     19,702      7,494     14,517      1,793      1,800      4,860         50      2,220        599        710:      390        41
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       248:    -1,108       -303        615       -150        741          0        -40          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       46.6       17.7       34.3        4.2        4.3       11.5        0.1        5.3        1.4        1.7:      0.9       0.1
Old  :     100.0:      65.8       46.6       17.7       34.3        4.2        4.3       11.5        0.1        5.3        1.4        1.7:      0.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         19          4          .          5          .          4          .          .          .          .:
Old  :        40:        23         19          4          .          5          .          4          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       69.3       65.3       83.4       44.4       57.6       59.6       68.8
Old  :                 45.9       69.3       65.3       83.4       44.4       57.6       59.6       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 368 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    24,749:    18,869      8,422      2,298     11,803        903        600      2,790          0      1,043          0        675:      361       156
Old  :    24,749:    18,869      8,422      2,298     11,803        903        600      2,790          0      1,043          0        675:      361       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -300:      -799         10        479       -330         20          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       34.0        9.3       47.7        3.6        2.4       11.3        0.0        4.2        0.0        2.7:      1.5       0.6
Old  :     100.0:      76.2       34.0        9.3       47.7        3.6        2.4       11.3        0.0        4.2        0.0        2.7:      1.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         17          .          .          4          .          .          0          .          0          .:
Old  :        33:        17         17          .          .          4          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.5       72.3       74.9       82.9       51.4       70.2       67.5       77.7
Old  :                 57.5       72.3       74.9       82.9       51.4       70.2       67.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    17,788:     5,213     17,047      9,227          0        257         93          0        363      2,495          0         60:       80        61
Old  :    17,788:     5,213     17,047      9,227          0        257         93          0        363      2,495          0         60:       80        61
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       132:      -137         30        219          0         50        -40          0         40          0          0          0:        0        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.3       95.8       51.9        0.0        1.4        0.5        0.0        2.0       14.0        0.0        0.3:      0.4       0.3
Old  :     100.0:      29.3       95.8       51.9        0.0        1.4        0.5        0.0        2.0       14.0        0.0        0.3:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         12          4          0          .          .          0          .          7          0          .:
Old  :        30:        14         12          4          0          .          .          0          .          7          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       84.6       81.1       94.9       59.4       80.1       78.4       88.6
Old  :                 61.0       84.6       81.1       94.9       59.4       80.1       78.4       88.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1 MW for about 368 Hours)                                                                                              :
     :          :    Positions                                                                                                           :
All  :    21,049:     5,961     20,948     11,147          0          0          0         86         15      3,615          0          0:      311         0
Old  :    21,049:     5,961     20,948     11,147          0          0          0         86         15      3,615          0          0:      311         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       100:       100        100          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       99.5       53.0        0.0        0.0        0.0        0.4        0.1       17.2        0.0        0.0:      1.5       0.0
Old  :     100.0:      28.3       99.5       53.0        0.0        0.0        0.0        0.4        0.1       17.2        0.0        0.0:      1.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         10          .          0          0          0          .          .          5          0          0:
Old  :        27:        13         10          .          0          0          0          .          .          5          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       93.4       88.6       98.9       65.9       92.6       87.0       96.3
Old  :                 65.9       93.4       88.6       98.9       65.9       92.6       87.0       96.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,677:     6,843      7,531      4,243      4,100      1,846          0          0          0        440          0        100:      205       100
Old  :    13,677:     6,843      7,531      4,243      4,100      1,846          0          0          0        440          0        100:      205       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,300:     1,200      1,210         35          0         90          0          0          0          0          0          0:      -25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       55.1       31.0       30.0       13.5        0.0        0.0        0.0        3.2        0.0        0.7:      1.5       0.7
Old  :     100.0:      50.0       55.1       31.0       30.0       13.5        0.0        0.0        0.0        3.2        0.0        0.7:      1.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13          7          4          .          4          0          0          0          .          0          .:
Old  :        23:        13          7          4          .          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.7       78.7       86.4       93.4       60.3       74.2       76.1       82.3
Old  :                 67.7       78.7       86.4       93.4       60.3       74.2       76.1       82.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,136:     5,910      6,748      1,783      1,585      1,498          0          0          0        260          0        205:      480       100
Old  :    10,136:     5,910      6,748      1,783      1,585      1,498          0          0          0        260          0        205:      480       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,435:     1,200      1,210        360        325       -100          0          0          0          0          0          0:      -25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       66.6       17.6       15.6       14.8        0.0        0.0        0.0        2.6        0.0        2.0:      4.7       1.0
Old  :     100.0:      58.3       66.6       17.6       15.6       14.8        0.0        0.0        0.0        2.6        0.0        2.0:      4.7       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          7          .          .          4          0          0          0          .          0          .:
Old  :        22:        12          7          .          .          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.3       76.8       83.3       93.4       57.6       68.7       68.9       77.4
Old  :                 69.3       76.8       83.3       93.4       57.6       68.7       68.9       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,926:    17,006     41,206     23,890      3,070      1,505        780          0          0      2,430          0      1,145:      170         0
Old  :    46,926:    17,006     41,206     23,890      3,070      1,505        780          0          0      2,430          0      1,145:      170         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        60:         0         60         60          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.2       87.8       50.9        6.5        3.2        1.7        0.0        0.0        5.2        0.0        2.4:      0.4       0.0
Old  :     100.0:      36.2       87.8       50.9        6.5        3.2        1.7        0.0        0.0        5.2        0.0        2.4:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         13          .          .          .          .          0          0          4          0          .:
Old  :        32:        16         13          .          .          .          .          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.1       78.3       87.2       90.2       71.1       78.3       81.2       87.3
Old  :                 75.1       78.3       87.2       90.2       71.1       78.3       81.2       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,321:    18,576     43,916     25,125      3,070      1,225        780          0          0      2,345          0      1,110:      160         0
Old  :    49,321:    18,576     43,916     25,125      3,070      1,225        780          0          0      2,345          0      1,110:      160         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        50:        20         60         40          0        -10          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       89.0       50.9        6.2        2.5        1.6        0.0        0.0        4.8        0.0        2.3:      0.3       0.0
Old  :     100.0:      37.7       89.0       50.9        6.2        2.5        1.6        0.0        0.0        4.8        0.0        2.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        16         11          .          .          .          .          0          0          4          0          .:
Old  :        32:        16         11          .          .          .          .          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       79.7       86.2       91.1       69.3       79.7       80.5       88.2
Old  :                 73.0       79.7       86.2       91.1       69.3       79.7       80.5       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   119,542:    86,039    100,515     18,493      2,703     11,356          0      1,395        485      1,432      1,555      1,392:      345       141
Old  :   119,542:    86,039    100,515     18,493      2,703     11,356          0      1,395        485      1,432      1,555      1,392:      345       141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,773:      -426       -209      1,070        145      1,195          0        210        -10         25        525        -83:        2         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       84.1       15.5        2.3        9.5        0.0        1.2        0.4        1.2        1.3        1.2:      0.3       0.1
Old  :     100.0:      72.0       84.1       15.5        2.3        9.5        0.0        1.2        0.4        1.2        1.3        1.2:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        31         26          4          .          7          0          4          .          6          5          4:
Old  :        60:        31         26          4          .          7          0          4          .          6          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       56.8       66.5       72.8       45.6       49.6       59.1       60.5
Old  :                 48.4       56.8       66.5       72.8       45.6       49.6       59.1       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   130,679:    91,977    109,824     20,086        580     13,937          0      2,264        639      2,083      1,546      1,830:      127        59
Old  :   130,679:    91,977    109,824     20,086        580     13,937          0      2,264        639      2,083      1,546      1,830:      127        59
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     2,792:    -1,529      1,225      3,913        100      1,265          0        145          5       -928         -5         62:        4        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       84.0       15.4        0.4       10.7        0.0        1.7        0.5        1.6        1.2        1.4:      0.1       0.0
Old  :     100.0:      70.4       84.0       15.4        0.4       10.7        0.0        1.7        0.5        1.6        1.2        1.4:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        32         28          6          .          7          0          5          .          6          7          5:
Old  :        65:        32         28          6          .          7          0          5          .          6          7          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       58.6       60.0       73.9       37.4       52.5       49.6       61.3
Old  :                 42.0       58.6       60.0       73.9       37.4       52.5       49.6       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   566,888:   363,554    393,068     14,394     12,396     96,634     22,072      8,089     22,823     19,915      6,823     26,653:      844       402
Old  :   566,888:   363,554    393,068     14,394     12,396     96,634     22,072      8,089     22,823     19,915      6,823     26,653:      844       402
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :    16,472:     5,402      8,899      5,019      2,313      1,841      1,144        628      1,251        657        687      1,067:       91      -214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       69.3        2.5        2.2       17.0        3.9        1.4        4.0        3.5        1.2        4.7:      0.1       0.1
Old  :     100.0:      64.1       69.3        2.5        2.2       17.0        3.9        1.4        4.0        3.5        1.2        4.7:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        97:        42         42          .          5          7         14          6          9         16          8         19:
Old  :        97:        42         42          .          5          7         14          6          9         16          8         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       39.2       65.6       64.1       10.5       15.1       14.1       18.3
Old  :                 42.7       39.2       65.6       64.1       10.5       15.1       14.1       18.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    16,267:     9,242     11,385      1,425      2,157      1,950        985        625          0      1,770          0          0:      895       150
Old  :    16,267:     9,242     11,385      1,425      2,157      1,950        985        625          0      1,770          0          0:      895       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        -5:         0         25        -25        -30         10          0          0          0          0          0          0:       10       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       70.0        8.8       13.3       12.0        6.1        3.8        0.0       10.9        0.0        0.0:      5.5       0.9
Old  :     100.0:      56.8       70.0        8.8       13.3       12.0        6.1        3.8        0.0       10.9        0.0        0.0:      5.5       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10          9          .          .          .          .          .          0          .          0          0:
Old  :        25:        10          9          .          .          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       81.1       81.3       96.3       45.7       70.8       67.8       78.9
Old  :                 51.2       81.1       81.3       96.3       45.7       70.8       67.8       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,700:     7,655      8,700      1,300      2,285      1,950        335        625          0      1,420          0          0:    1,040       140
Old  :    13,700:     7,655      8,700      1,300      2,285      1,950        335        625          0      1,420          0          0:    1,040       140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         5:         0         25        -25        -30         10          0          0          0          0          0          0:       20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       63.5        9.5       16.7       14.2        2.4        4.6        0.0       10.4        0.0        0.0:      7.6       1.0
Old  :     100.0:      55.9       63.5        9.5       16.7       14.2        2.4        4.6        0.0       10.4        0.0        0.0:      7.6       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10          9          .          .          .          .          .          0          .          0          0:
Old  :        24:        10          9          .          .          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       80.3       82.7       95.7       41.8       65.7       64.7       75.3
Old  :                 52.1       80.3       82.7       95.7       41.8       65.7       64.7       75.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                                                            Code-0643ID
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 352 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    25,685:    22,078     21,685        677        858      1,992          0          0          0        465        755        365:      108        30
Old  :    25,685:    22,078     21,685        677        858      1,992          0          0          0        465        755        365:      108        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,826:       889        978        477         50        450          0          0          0          0        350          0:       10        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       84.4        2.6        3.3        7.8        0.0        0.0        0.0        1.8        2.9        1.4:      0.4       0.1
Old  :     100.0:      86.0       84.4        2.6        3.3        7.8        0.0        0.0        0.0        1.8        2.9        1.4:      0.4       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         15          .          .          4          0          0          0          .          .          .:
Old  :        34:        20         15          .          .          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       73.0       78.5       83.7       54.6       60.3       64.1       66.8
Old  :                 59.2       73.0       78.5       83.7       54.6       60.3       64.1       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV                                                                                            Code-0643IK
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(1MW for about 352 Hours)                                                                                               :
     :          :    Positions                                                                                                           :
All  :    14,251:    10,406     13,246        650        480        525      1,600          0          0        650          0          0:      420         0
Old  :    14,251:    10,406     13,246        650        480        525      1,600          0          0        650          0          0:      420         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       185:        95         85        300          0        100          0          0          0       -300          0          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       92.9        4.6        3.4        3.7       11.2        0.0        0.0        4.6        0.0        0.0:      2.9       0.0
Old  :     100.0:      73.0       92.9        4.6        3.4        3.7       11.2        0.0        0.0        4.6        0.0        0.0:      2.9       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         10          .          .          .          .          0          0          .          0          0:
Old  :        30:        19         10          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       77.0       81.3       91.9       55.7       68.6       66.9       78.4
Old  :                 63.1       77.0       81.3       91.9       55.7       68.6       66.9       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    88,417:    63,990     56,738     12,298     16,424      1,754          0      5,943        240      2,860          0          0:    7,275     7,318
Old  :    88,417:    63,990     56,738     12,298     16,424      1,754          0      5,943        240      2,860          0          0:    7,275     7,318
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       125:      -784     -1,655          0        871        909          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       64.2       13.9       18.6        2.0        0.0        6.7        0.3        3.2        0.0        0.0:      8.2       8.3
Old  :     100.0:      72.4       64.2       13.9       18.6        2.0        0.0        6.7        0.3        3.2        0.0        0.0:      8.2       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         14          .          .          .          0          .          .          .          0          0:
Old  :        25:        13         14          .          .          .          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.9       65.0       86.1       84.0       73.0       63.9       81.9       79.3
Old  :                 74.9       65.0       86.1       84.0       73.0       63.9       81.9       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,807:    50,045     39,435      8,486     17,066      1,019         25      4,678         60      2,545          0          0:    7,627     7,549
Old  :    69,807:    50,045     39,435      8,486     17,066      1,019         25      4,678         60      2,545          0          0:    7,627     7,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       161:      -514     -1,525         45      1,046        739          0          0          0          0          0          0:     -109       -99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       56.5       12.2       24.4        1.5        0.0        6.7        0.1        3.6        0.0        0.0:     10.9      10.8
Old  :     100.0:      71.7       56.5       12.2       24.4        1.5        0.0        6.7        0.1        3.6        0.0        0.0:     10.9      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         12          .          .          .          .          .          .          .          0          0:
Old  :        23:        14         12          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.7       65.0       82.7       82.1       72.6       64.3       80.0       79.1
Old  :                 73.7       65.0       82.7       82.1       72.6       64.3       80.0       79.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,351:    10,510     18,011      8,120          0      4,105        605        700        175         50          0          0:    3,786     4,360
Old  :    27,351:    10,510     18,011      8,120          0      4,105        605        700        175         50          0          0:    3,786     4,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       275:      -845        275      1,120          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       65.9       29.7        0.0       15.0        2.2        2.6        0.6        0.2        0.0        0.0:     13.8      15.9
Old  :     100.0:      38.4       65.9       29.7        0.0       15.0        2.2        2.6        0.6        0.2        0.0        0.0:     13.8      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11         11          .          0          .          .          .          .          .          0          0:
Old  :        20:        11         11          .          0          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.3       57.6       79.6       75.0       45.0       50.1       55.6       56.7
Old  :                 65.3       57.6       79.6       75.0       45.0       50.1       55.6       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CTQ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    15,990:    11,295      7,700          0      7,071        664      3,195          0        225          0          0          0:      611       330
Old  :    15,990:    11,295      7,700          0      7,071        664      3,195          0        225          0          0          0:      611       330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.6       48.2        0.0       44.2        4.2       20.0        0.0        1.4        0.0        0.0        0.0:      3.8       2.1
Old  :     100.0:      70.6       48.2        0.0       44.2        4.2       20.0        0.0        1.4        0.0        0.0        0.0:      3.8       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         10          0          .          .          4          0          .          0          0          0:
Old  :        20:         9         10          0          .          .          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       80.5       85.3       94.4       66.8       76.1       80.2       88.2
Old  :                 67.9       80.5       85.3       94.4       66.8       76.1       80.2       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CXO
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,277:    26,994     17,713      7,611     15,716          0      3,965      4,574      1,780        137        704        540:    3,250     3,250
Old  :    44,277:    26,994     17,713      7,611     15,716          0      3,965      4,574      1,780        137        704        540:    3,250     3,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       675:    -2,330        377      2,767          0          0          0          0          0        -60          0         60:      238       238
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       40.0       17.2       35.5        0.0        9.0       10.3        4.0        0.3        1.6        1.2:      7.3       7.3
Old  :     100.0:      61.0       40.0       17.2       35.5        0.0        9.0       10.3        4.0        0.3        1.6        1.2:      7.3       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          .          .          0          .          .          .          .          .          .:
Old  :        27:        15         13          .          .          0          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       57.0       70.1       74.9       35.8       52.1       50.7       62.8
Old  :                 49.9       57.0       70.1       74.9       35.8       52.1       50.7       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                                                                      Code-064CXP
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,394:    19,164     12,189      9,375      8,560          0        350      7,215        720          0        927        336:    2,449     2,447
Old  :    32,394:    19,164     12,189      9,375      8,560          0        350      7,215        720          0        927        336:    2,449     2,447
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       281:    -2,692        220      3,092          0          0          0          0          0          0          0          0:     -119        61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       37.6       28.9       26.4        0.0        1.1       22.3        2.2        0.0        2.9        1.0:      7.6       7.6
Old  :     100.0:      59.2       37.6       28.9       26.4        0.0        1.1       22.3        2.2        0.0        2.9        1.0:      7.6       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         10          .          .          0          .          .          .          0          .          .:
Old  :        24:        13         10          .          .          0          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       58.7       79.4       81.3       51.4       56.2       66.0       67.7
Old  :                 59.0       58.7       79.4       81.3       51.4       56.2       66.0       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                                                         Code-064DEU
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,320:    10,620      7,780      7,170          0        200         25     10,205        400         15          0         60:    1,830     1,675
Old  :    20,320:    10,620      7,780      7,170          0        200         25     10,205        400         15          0         60:    1,830     1,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.3       38.3       35.3        0.0        1.0        0.1       50.2        2.0        0.1        0.0        0.3:      9.0       8.2
Old  :     100.0:      52.3       38.3       35.3        0.0        1.0        0.1       50.2        2.0        0.1        0.0        0.3:      9.0       8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          .          0          .          .          .          .          .          0          .:
Old  :        22:        11         11          .          0          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.5       69.5       80.3       86.1       46.2       62.5       67.0       72.4
Old  :                 54.5       69.5       80.3       86.1       46.2       62.5       67.0       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    93,723:    38,513     34,486     17,390     39,965      3,880     18,940        845          0        730          0        680:   13,590    13,867
Old  :    93,723:    38,513     34,486     17,390     39,965      3,880     18,940        845          0        730          0        680:   13,590    13,867
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,640:    -2,390       -375      1,315        600      1,375      1,300          0          0          0          0          0:       40        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.1       36.8       18.6       42.6        4.1       20.2        0.9        0.0        0.8        0.0        0.7:     14.5      14.8
Old  :     100.0:      41.1       36.8       18.6       42.6        4.1       20.2        0.9        0.0        0.8        0.0        0.7:     14.5      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         15          .          .          .          .          .          0          .          0          .:
Old  :        28:        15         15          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       60.2       76.8       74.7       59.0       60.0       66.0       66.8
Old  :                 62.5       60.2       76.8       74.7       59.0       60.0       66.0       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    89,855:    37,299     35,551     16,177     35,870      3,490     19,190        755          0        138        460        561:   13,000    13,168
Old  :    89,855:    37,299     35,551     16,177     35,870      3,490     19,190        755          0        138        460        561:   13,000    13,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,600:    -1,970        145      1,415        600        855      1,300          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.5       39.6       18.0       39.9        3.9       21.4        0.8        0.0        0.2        0.5        0.6:     14.5      14.7
Old  :     100.0:      41.5       39.6       18.0       39.9        3.9       21.4        0.8        0.0        0.2        0.5        0.6:     14.5      14.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          .          .          .          .          .          0          .          .          .:
Old  :        29:        14         15          .          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       58.4       76.7       75.6       58.8       58.4       65.0       66.3
Old  :                 61.9       58.4       76.7       75.6       58.8       58.4       65.0       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    30,233:    22,855      6,792        130      1,163      2,165          0     11,170        200      1,045      4,980        230:    3,608     3,533
Old  :    30,233:    22,855      6,792        130      1,163      2,165          0     11,170        200      1,045      4,980        230:    3,608     3,533
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       475:       500          0       -150        350        125          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       22.5        0.4        3.8        7.2        0.0       36.9        0.7        3.5       16.5        0.8:     11.9      11.7
Old  :     100.0:      75.6       22.5        0.4        3.8        7.2        0.0       36.9        0.7        3.5       16.5        0.8:     11.9      11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17          8          .          .          .          0          .          .          .          .          .:
Old  :        27:        17          8          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       57.0       66.5       74.5       44.0       50.0       57.9       61.9
Old  :                 46.6       57.0       66.5       74.5       44.0       50.0       57.9       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,958:    22,755      6,832        130      1,273      2,140          0     11,120        200      1,045      4,780        255:    3,433     3,358
Old  :    29,958:    22,755      6,832        130      1,273      2,140          0     11,120        200      1,045      4,780        255:    3,433     3,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       475:       500          0       -150        350        125          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       22.8        0.4        4.2        7.1        0.0       37.1        0.7        3.5       16.0        0.9:     11.5      11.2
Old  :     100.0:      76.0       22.8        0.4        4.2        7.1        0.0       37.1        0.7        3.5       16.0        0.9:     11.5      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17          8          .          .          .          0          .          .          .          .          .:
Old  :        27:        17          8          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       57.2       66.7       75.0       44.4       50.0       58.5       62.2
Old  :                 47.0       57.2       66.7       75.0       44.4       50.0       58.5       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    56,022:    19,777     44,470     16,813      8,585        215     10,935          0          0      5,455          0          0:    2,827     2,752
Old  :    56,022:    19,777     44,470     16,813      8,585        215     10,935          0          0      5,455          0          0:    2,827     2,752
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       480:       -55        -45        425        440        120          0          0          0          0          0          0:      -10       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       79.4       30.0       15.3        0.4       19.5        0.0        0.0        9.7        0.0        0.0:      5.0       4.9
Old  :     100.0:      35.3       79.4       30.0       15.3        0.4       19.5        0.0        0.0        9.7        0.0        0.0:      5.0       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         11          .          4          .          .          0          0          .          0          0:
Old  :        24:        12         11          .          4          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       85.7       91.2       92.0       70.9       85.1       90.2       90.2
Old  :                 71.4       85.7       91.2       92.0       70.9       85.1       90.2       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    55,670:    19,480     46,255     17,925      6,725        215     10,585          0          0      4,880          0          0:    2,585     2,475
Old  :    55,670:    19,480     46,255     17,925      6,725        215     10,585          0          0      4,880          0          0:    2,585     2,475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       425:      -120        -60        425        365        120          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.0       83.1       32.2       12.1        0.4       19.0        0.0        0.0        8.8        0.0        0.0:      4.6       4.4
Old  :     100.0:      35.0       83.1       32.2       12.1        0.4       19.0        0.0        0.0        8.8        0.0        0.0:      4.6       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          9          .          .          .          .          0          0          .          0          0:
Old  :        20:        11          9          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.6       89.1       92.6       93.9       71.9       88.5       91.3       92.0
Old  :                 72.6       89.1       92.6       93.9       71.9       88.5       91.3       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    53,480:    16,930     47,920     14,585      1,310      1,695      2,610        300        260     14,565          0         85:    2,750     1,910
Old  :    53,480:    16,930     47,920     14,585      1,310      1,695      2,610        300        260     14,565          0         85:    2,750     1,910
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       615:      -110        150        860          0        215       -600          0         65          0          0          0:      185       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.7       89.6       27.3        2.4        3.2        4.9        0.6        0.5       27.2        0.0        0.2:      5.1       3.6
Old  :     100.0:      31.7       89.6       27.3        2.4        3.2        4.9        0.6        0.5       27.2        0.0        0.2:      5.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         10          .          .          .          .          .          .          .          0          .:
Old  :        29:        15         10          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       85.5       78.3       93.4       59.6       85.1       74.7       89.8
Old  :                 62.2       85.5       78.3       93.4       59.6       85.1       74.7       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    47,245:    14,695     41,475     14,215      1,550      1,300      2,510        300        285     11,165          0        435:    2,640     1,900
Old  :    47,245:    14,695     41,475     14,215      1,550      1,300      2,510        300        285     11,165          0        435:    2,640     1,900
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :       340:      -385       -125        860          0        215       -600          0         65          0          0          0:      185       185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       87.8       30.1        3.3        2.8        5.3        0.6        0.6       23.6        0.0        0.9:      5.6       4.0
Old  :     100.0:      31.1       87.8       30.1        3.3        2.8        5.3        0.6        0.6       23.6        0.0        0.9:      5.6       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         11          .          .          .          .          .          .          .          0          .:
Old  :        29:        15         11          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       83.1       78.6       91.7       57.6       82.3       74.7       89.2
Old  :                 60.7       83.1       78.6       91.7       57.6       82.3       74.7       89.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    85,590:    26,690     74,630     16,535      2,195      1,910     19,935        210      2,100     13,730        300      1,225:    3,465     3,020
Old  :    85,590:    26,690     74,630     16,535      2,195      1,910     19,935        210      2,100     13,730        300      1,225:    3,465     3,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         0:       -85     -2,280         50      2,195         85          0          0          0        -50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       87.2       19.3        2.6        2.2       23.3        0.2        2.5       16.0        0.4        1.4:      4.0       3.5
Old  :     100.0:      31.2       87.2       19.3        2.6        2.2       23.3        0.2        2.5       16.0        0.4        1.4:      4.0       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         10          .          .          .          .          .          .          .          .          .:
Old  :        31:        17         10          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       76.4       82.0       87.3       58.5       76.2       76.4       85.2
Old  :                 62.7       76.4       82.0       87.3       58.5       76.2       76.4       85.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    83,925:    25,515     72,675     17,500      2,195      1,935     19,585        510      2,100     12,845        300      1,225:    3,220     2,985
Old  :    83,925:    25,515     72,675     17,500      2,195      1,935     19,585        510      2,100     12,845        300      1,225:    3,220     2,985
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :         0:       -85     -2,280          0      2,195         85          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.4       86.6       20.9        2.6        2.3       23.3        0.6        2.5       15.3        0.4        1.5:      3.8       3.6
Old  :     100.0:      30.4       86.6       20.9        2.6        2.3       23.3        0.6        2.5       15.3        0.4        1.5:      3.8       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         11          .          .          .          .          .          .          .          .          .:
Old  :        31:        16         11          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.5       76.2       82.1       87.3       60.2       76.0       75.7       84.6
Old  :                 64.5       76.2       82.1       87.3       60.2       76.0       75.7       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    62,883:    35,873     25,559      2,201     20,739        250     13,715      1,070      1,880      1,390      5,920      1,300:    6,274     6,165
Old  :    62,883:    35,873     25,559      2,201     20,739        250     13,715      1,070      1,880      1,390      5,920      1,300:    6,274     6,165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,360:      -336         90      2,006      1,515       -105          0          0          0          0       -140          0:     -205         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       40.6        3.5       33.0        0.4       21.8        1.7        3.0        2.2        9.4        2.1:     10.0       9.8
Old  :     100.0:      57.0       40.6        3.5       33.0        0.4       21.8        1.7        3.0        2.2        9.4        2.1:     10.0       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16          9          .          .          .          .          .          .          .          .          .:
Old  :        27:        16          9          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       75.1       70.2       87.5       54.6       67.0       65.5       75.8
Old  :                 55.2       75.1       70.2       87.5       54.6       67.0       65.5       75.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    54,466:    31,646     25,152      2,201     14,482        250      9,840      1,070      1,880      1,030      4,390      1,355:    6,264     5,887
Old  :    54,466:    31,646     25,152      2,201     14,482        250      9,840      1,070      1,880      1,030      4,390      1,355:    6,264     5,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,370:      -531        100      2,006      1,475       -105          0          0          0          0       -100          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       46.2        4.0       26.6        0.5       18.1        2.0        3.5        1.9        8.1        2.5:     11.5      10.8
Old  :     100.0:      58.1       46.2        4.0       26.6        0.5       18.1        2.0        3.5        1.9        8.1        2.5:     11.5      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16          8          .          .          .          .          .          .          .          .          .:
Old  :        28:        16          8          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       72.9       69.8       86.1       52.5       64.9       64.2       72.5
Old  :                 56.5       72.9       69.8       86.1       52.5       64.9       64.2       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   231,276:   132,918     81,337     31,499      7,836      9,659          0     47,944         45        425     27,668        286:   56,444    56,501
Old  :   231,276:   132,918     81,337     31,499      7,836      9,659          0     47,944         45        425     27,668        286:   56,444    56,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     2,522:    -2,995     -8,661      1,499      6,806      3,091          0          9          0       -300         70       -120:    1,347     1,327
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       35.2       13.6        3.4        4.2        0.0       20.7        0.0        0.2       12.0        0.1:     24.4      24.4
Old  :     100.0:      57.5       35.2       13.6        3.4        4.2        0.0       20.7        0.0        0.2       12.0        0.1:     24.4      24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        21         25          .          .          4          0          4          .          .          4          .:
Old  :        42:        21         25          .          .          4          0          4          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       34.1       62.0       52.2       36.0       32.3       47.8       45.6
Old  :                 45.0       34.1       62.0       52.2       36.0       32.3       47.8       45.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   209,860:   127,013     77,292     19,351      1,946     10,780          0     42,875         75        300     24,527      1,423:   50,918    50,942
Old  :   209,860:   127,013     77,292     19,351      1,946     10,780          0     42,875         75        300     24,527      1,423:   50,918    50,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     2,481:    -4,015     -4,256      1,925      1,946      3,721          0        160          0          0         80       -175:    1,025     1,005
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       36.8        9.2        0.9        5.1        0.0       20.4        0.0        0.1       11.7        0.7:     24.3      24.3
Old  :     100.0:      60.5       36.8        9.2        0.9        5.1        0.0       20.4        0.0        0.1       11.7        0.7:     24.3      24.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        23         26          .          .          4          0          4          .          .          5          .:
Old  :        43:        23         26          .          .          4          0          4          .          .          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       36.0       60.9       53.8       36.7       33.3       47.7       47.7
Old  :                 46.3       36.0       60.9       53.8       36.7       33.3       47.7       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,702:    16,555     26,775     17,526      9,361      5,305      3,350          0      1,791          0      1,265         10:    5,165     5,195
Old  :    49,702:    16,555     26,775     17,526      9,361      5,305      3,350          0      1,791          0      1,265         10:    5,165     5,195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :        75:    -1,830     -1,695        135         70      1,640         60          0          0          0        -10         10:       60        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.3       53.9       35.3       18.8       10.7        6.7        0.0        3.6        0.0        2.5        0.0:     10.4      10.5
Old  :     100.0:      33.3       53.9       35.3       18.8       10.7        6.7        0.0        3.6        0.0        2.5        0.0:     10.4      10.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         15          .          .          4          .          0          .          0          .          .:
Old  :        29:        14         15          .          .          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.7       51.6       75.4       69.3       49.8       43.8       59.7       57.5
Old  :                 59.7       51.6       75.4       69.3       49.8       43.8       59.7       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    42,275:    14,865     24,400     14,241      6,741      3,969      3,040          0      1,830          0        965         10:    4,320     4,360
Old  :    42,275:    14,865     24,400     14,241      6,741      3,969      3,040          0      1,830          0        965         10:    4,320     4,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -125:    -1,685     -1,755       -300       -220      1,900          0          0          0          0        -10         10:      -50       -50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       57.7       33.7       15.9        9.4        7.2        0.0        4.3        0.0        2.3        0.0:     10.2      10.3
Old  :     100.0:      35.2       57.7       33.7       15.9        9.4        7.2        0.0        4.3        0.0        2.3        0.0:     10.2      10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         16          .          .          4          .          0          .          0          .          .:
Old  :        27:        16         16          .          .          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       55.2       72.7       73.8       52.2       49.1       60.3       58.1
Old  :                 58.0       55.2       72.7       73.8       52.2       49.1       60.3       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,652:    20,385     26,247      4,332        200     11,355      4,125      3,925          0      1,220          0          0:    5,235     4,925
Old  :    46,652:    20,385     26,247      4,332        200     11,355      4,125      3,925          0      1,220          0          0:    5,235     4,925
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -280:      -420       -855       -435          0         60          0          0          0          0          0          0:      515       515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.7       56.3        9.3        0.4       24.3        8.8        8.4        0.0        2.6        0.0        0.0:     11.2      10.6
Old  :     100.0:      43.7       56.3        9.3        0.4       24.3        8.8        8.4        0.0        2.6        0.0        0.0:     11.2      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         15          4          .          4          .          .          0          .          0          0:
Old  :        26:        14         15          4          .          4          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       44.1       72.5       71.8       26.7       27.6       38.4       41.5
Old  :                 50.2       44.1       72.5       71.8       26.7       27.6       38.4       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    48,160:    14,430     30,800        220        135      7,855     19,145      4,105          0      1,220          0          0:    5,290     5,265
Old  :    48,160:    14,430     30,800        220        135      7,855     19,145      4,105          0      1,220          0          0:    5,290     5,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :      -400:      -215       -745       -945       -415        435          0          0          0          0          0          0:      325       325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.0       64.0        0.5        0.3       16.3       39.8        8.5        0.0        2.5        0.0        0.0:     11.0      10.9
Old  :     100.0:      30.0       64.0        0.5        0.3       16.3       39.8        8.5        0.0        2.5        0.0        0.0:     11.0      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         16          .          .          .          .          .          0          .          0          0:
Old  :        25:        12         16          .          .          .          .          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       51.8       79.4       71.5       50.9       41.8       54.0       51.8
Old  :                 66.2       51.8       79.4       71.5       50.9       41.8       54.0       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   225,309:   117,104    136,014      6,634      7,819     33,901     22,814        330      1,920          0      2,389      1,128:   41,809    41,809
Old  :   225,309:   117,104    136,014      6,634      7,819     33,901     22,814        330      1,920          0      2,389      1,128:   41,809    41,809
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     6,080:    -1,468      4,473      4,349     -1,608      3,116       -151         35          0          0       -170         20:      214       214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       60.4        2.9        3.5       15.0       10.1        0.1        0.9        0.0        1.1        0.5:     18.6      18.6
Old  :     100.0:      52.0       60.4        2.9        3.5       15.0       10.1        0.1        0.9        0.0        1.1        0.5:     18.6      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        29         24          .          .          5          .          .          .          0          4          .:
Old  :        45:        29         24          .          .          5          .          .          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       45.9       58.3       64.6       29.9       34.2       37.9       39.7
Old  :                 34.9       45.9       58.3       64.6       29.9       34.2       37.9       39.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Options and Futures Combined, May 18, 2021                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   173,900:    98,947     96,859      1,992     14,063     16,571     11,560          0      9,720          0      1,327        980:   34,130    34,380
Old  :   173,900:    98,947     96,859      1,992     14,063     16,571     11,560          0      9,720          0      1,327        980:   34,130    34,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 11, 2021                                                                     :
     :     1,240:    -2,358     -1,622      1,992      1,275      1,091          0          0          0          0        -19          0:      515       515
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       55.7        1.1        8.1        9.5        6.6        0.0        5.6        0.0        0.8        0.6:     19.6      19.8
Old  :     100.0:      56.9       55.7        1.1        8.1        9.5        6.6        0.0        5.6        0.0        0.8        0.6:     19.6      19.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         21          .          .          5          .          0          .          0          4          .:
Old  :        41:        26         21          .          .          5          .          0          .          0          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       40.4       61.2       61.6       27.9       30.3       37.3       39.9
Old  :                 41.7       40.4       61.2       61.6       27.9       30.3       37.3       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 21, 2021