COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    22,000:    15,133     13,836        745      1,059      1,562      1,094          0          1        209      2,420      2,697:      559       425
Old  :    22,000:    15,133     13,836        745      1,059      1,562      1,094          0          1        209      2,420      2,697:      559       425
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,318:       818      1,536         24        -12        -25        -12          0          0         66       -454        402:       46      -129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       62.9        3.4        4.8        7.1        5.0        0.0        0.0        1.0       11.0       12.3:      2.5       1.9
Old  :     100.0:      68.8       62.9        3.4        4.8        7.1        5.0        0.0        0.0        1.0       11.0       12.3:      2.5       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  :        28:        14         14          .          .          .          .          0          .          .          6          5:
Old  :        28:        14         14          .          .          .          .          0          .          .          6          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       51.5       81.1       74.3       23.1       20.1       27.7       27.1
Old  :                 54.4       51.5       81.1       74.3       23.1       20.1       27.7       27.1
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, August 17, 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  :    32,246:    20,748     27,832      4,973         85      2,674          0        302         87      2,494          0      1,242:       28        24
Old  :    32,246:    20,748     27,832      4,973         85      2,674          0        302         87      2,494          0      1,242:       28        24
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       904:     1,842        272       -937          0        751          0        -62          0       -689          0        -58:       -5         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.3       86.3       15.4        0.3        8.3        0.0        0.9        0.3        7.7        0.0        3.9:      0.1       0.1
Old  :     100.0:      64.3       86.3       15.4        0.3        8.3        0.0        0.9        0.3        7.7        0.0        3.9:      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  :        34:        19         22          .          .          .          0          .          .          4          0          4:
Old  :        34:        19         22          .          .          .          0          .          .          4          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  :                 52.3       57.6       77.1       77.3       42.0       50.0       58.7       63.6
Old  :                 52.3       57.6       77.1       77.3       42.0       50.0       58.7       63.6
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, August 17, 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  :    28,325:    20,633     23,406        615      1,476      2,630        372          0        153      3,357         65        565:        0        30
Old  :    28,325:    20,633     23,406        615      1,476      2,630        372          0        153      3,357         65        565:        0        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       205:       445        200        -15        -50         50          0          0          0       -215         65        -60:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       82.6        2.2        5.2        9.3        1.3        0.0        0.5       11.9        0.2        2.0:      0.0       0.1
Old  :     100.0:      72.8       82.6        2.2        5.2        9.3        1.3        0.0        0.5       11.9        0.2        2.0:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         16          .          .          .          .          0          .          .          .          .:
Old  :        31:        20         16          .          .          .          .          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  :                 54.2       61.9       76.1       84.6       52.5       54.9       65.3       69.6
Old  :                 54.2       61.9       76.1       84.6       52.5       54.9       65.3       69.6
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, August 17, 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  :   155,572:   101,130    107,661        454     22,093     21,459     24,672          0         54      5,494      3,007      1,052:    1,257       246
Old  :   155,572:   101,130    107,661        454     22,093     21,459     24,672          0         54      5,494      3,007      1,052:    1,257       246
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     3,352:     1,470      1,753       -144        292      1,270        515          0          0        246        -31        -45:       40       113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       69.2        0.3       14.2       13.8       15.9        0.0        0.0        3.5        1.9        0.7:      0.8       0.2
Old  :     100.0:      65.0       69.2        0.3       14.2       13.8       15.9        0.0        0.0        3.5        1.9        0.7:      0.8       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        28         31          .          7          7         10          0          .          6          5          6:
Old  :        61:        28         31          .          7          7         10          0          .          6          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       48.0       64.3       67.4       38.9       31.4       45.4       42.2
Old  :                 49.7       48.0       64.3       67.4       38.9       31.4       45.4       42.2
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, August 17, 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  :    61,707:    50,959     39,527      1,500     15,534      1,499      3,410          0        680      1,401      2,267      2,178:       80        22
Old  :    61,707:    50,959     39,527      1,500     15,534      1,499      3,410          0        680      1,401      2,267      2,178:       80        22
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,622:     1,847        171          0      1,612       -726         -7          0         26        613        626        -87:      -44         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       64.1        2.4       25.2        2.4        5.5        0.0        1.1        2.3        3.7        3.5:      0.1       0.0
Old  :     100.0:      82.6       64.1        2.4       25.2        2.4        5.5        0.0        1.1        2.3        3.7        3.5:      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  :        41:        24         19          .          4          .          .          0          .          .          4          .:
Old  :        41:        24         19          .          4          .          .          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  :                 62.2       72.9       79.3       86.4       60.4       63.3       71.1       75.6
Old  :                 62.2       72.9       79.3       86.4       60.4       63.3       71.1       75.6
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, August 17, 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  :    40,866:    35,486     30,416      1,270      6,640      1,510          0          0          0      1,145        835      1,455:        0        10
Old  :    40,866:    35,486     30,416      1,270      6,640      1,510          0          0          0      1,145        835      1,455:        0        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,463:       933        675        150        -62       -240          0          0          0        -65        415        685:        0       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       74.4        3.1       16.2        3.7        0.0        0.0        0.0        2.8        2.0        3.6:      0.0       0.0
Old  :     100.0:      86.8       74.4        3.1       16.2        3.7        0.0        0.0        0.0        2.8        2.0        3.6:      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  :        29:        16         15          .          .          .          0          0          0          .          .          .:
Old  :        29:        16         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  :                 74.7       76.3       90.8       89.4       67.8       64.5       76.4       75.0
Old  :                 74.7       76.3       90.8       89.4       67.8       64.5       76.4       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                          Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    47,631:    25,868     18,081      4,026     16,513      6,492     10,390          0          0          0      5,695        560:      295       290
Old  :    47,631:    25,868     18,081      4,026     16,513      6,492     10,390          0          0          0      5,695        560:      295       290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       560:       665        -85       -260        485        160          0          0          0          0         10        -10:        5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       38.0        8.5       34.7       13.6       21.8        0.0        0.0        0.0       12.0        1.2:      0.6       0.6
Old  :     100.0:      54.3       38.0        8.5       34.7       13.6       21.8        0.0        0.0        0.0       12.0        1.2:      0.6       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  :        36:        15         18          5          4          7          .          0          0          0          .          .:
Old  :        36:        15         18          5          4          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  :                 53.0       63.0       73.7       83.1       52.8       52.9       67.2       68.1
Old  :                 53.0       63.0       73.7       83.1       52.8       52.9       67.2       68.1
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, August 17, 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  :    60,738:    42,120     21,661      1,266     26,744      6,161      8,355         50        630        347      4,388        976:      883       128
Old  :    60,738:    42,120     21,661      1,266     26,744      6,161      8,355         50        630        347      4,388        976:      883       128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,614:     1,867        -74         21      1,879       -211        -50         20          0         24         37        -37:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       35.7        2.1       44.0       10.1       13.8        0.1        1.0        0.6        7.2        1.6:      1.5       0.2
Old  :     100.0:      69.3       35.7        2.1       44.0       10.1       13.8        0.1        1.0        0.6        7.2        1.6:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        20         21          .          6          6          7          .          .          .          .          .:
Old  :        46:        20         21          .          6          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  :                 54.7       57.1       76.0       79.4       53.4       50.4       67.1       66.0
Old  :                 54.7       57.1       76.0       79.4       53.4       50.4       67.1       66.0
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, August 17, 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  :    67,160:    39,620     28,783     23,952     30,645      1,123         50          0          0        763      5,280      1,326:      326         3
Old  :    67,160:    39,620     28,783     23,952     30,645      1,123         50          0          0        763      5,280      1,326:      326         3
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -320:       290        510       -675       -900         70          0          0          0         -5          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       42.9       35.7       45.6        1.7        0.1        0.0        0.0        1.1        7.9        2.0:      0.5       0.0
Old  :     100.0:      59.0       42.9       35.7       45.6        1.7        0.1        0.0        0.0        1.1        7.9        2.0:      0.5       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  :        38:        18         16          5          4          .          .          0          0          .          .          .:
Old  :        38:        18         16          5          4          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       52.7       73.5       79.5       48.4       52.6       70.8       79.4
Old  :                 50.0       52.7       73.5       79.5       48.4       52.6       70.8       79.4
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, August 17, 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  :    85,739:    53,576     30,069     27,505     46,243      1,911         60         50          0      1,028      6,116      1,325:      334        25
Old  :    85,739:    53,576     30,069     27,505     46,243      1,911         60         50          0      1,028      6,116      1,325:      334        25
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -393:       325        317       -900       -860        150          0          0          0         -5        -37         37:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.5       35.1       32.1       53.9        2.2        0.1        0.1        0.0        1.2        7.1        1.5:      0.4       0.0
Old  :     100.0:      62.5       35.1       32.1       53.9        2.2        0.1        0.1        0.0        1.2        7.1        1.5:      0.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        23         17          6          .          .          .          .          0          .          .          .:
Old  :        44:        23         17          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  :                 49.1       61.0       73.5       80.1       48.5       61.0       72.0       80.0
Old  :                 49.1       61.0       73.5       80.1       48.5       61.0       72.0       80.0
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, August 17, 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  :    28,067:    17,800     25,258      7,943          0      2,238          0          0          0         10          0         56:       20       515
Old  :    28,067:    17,800     25,258      7,943          0      2,238          0          0          0         10          0         56:       20       515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       368:       335         85       -300          0        300          0          0          0         10        -40         23:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       90.0       28.3        0.0        8.0        0.0        0.0        0.0        0.0        0.0        0.2:      0.1       1.8
Old  :     100.0:      63.4       90.0       28.3        0.0        8.0        0.0        0.0        0.0        0.0        0.0        0.2:      0.1       1.8
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:        12         11          5          0          4          0          0          0          .          0          .:
Old  :        23:        12         11          5          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  :                 69.0       77.7       90.4       93.0       62.0       71.0       72.4       74.9
Old  :                 69.0       77.7       90.4       93.0       62.0       71.0       72.4       74.9
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, August 17, 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  :    29,312:    24,383     14,476        650     10,971      3,615          0        250          0        400          0          0:      264         0
Old  :    29,312:    24,383     14,476        650     10,971      3,615          0        250          0        400          0          0:      264         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        75:       158         25        -25         75        -25          0          0          0        -50          0          0:       17         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       49.4        2.2       37.4       12.3        0.0        0.9        0.0        1.4        0.0        0.0:      0.9       0.0
Old  :     100.0:      83.2       49.4        2.2       37.4       12.3        0.0        0.9        0.0        1.4        0.0        0.0:      0.9       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  :        22:        13         12          .          .          5          0          .          0          .          0          0:
Old  :        22:        13         12          .          .          5          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       64.9       78.7       91.7       49.8       56.1       61.3       65.4
Old  :                 60.4       64.9       78.7       91.7       49.8       56.1       61.3       65.4
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, August 17, 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  :    31,016:    22,000     24,000      5,405      1,641      3,540          0          0          0         25      1,790         45:        1         0
Old  :    31,016:    22,000     24,000      5,405      1,641      3,540          0          0          0         25      1,790         45:        1         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       130:         0        100        240       -100       -110          0          0          0          0        240          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       77.4       17.4        5.3       11.4        0.0        0.0        0.0        0.1        5.8        0.1:      0.0       0.0
Old  :     100.0:      70.9       77.4       17.4        5.3       11.4        0.0        0.0        0.0        0.1        5.8        0.1:      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  :        23:        13          9          .          .          5          0          0          0          .          .          .:
Old  :        23:        13          9          .          .          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       69.8       86.0       89.6       53.3       69.2       73.4       75.5
Old  :                 55.4       69.8       86.0       89.6       53.3       69.2       73.4       75.5
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, August 17, 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  :   130,108:    77,873     66,617     13,815     30,940     18,426     12,876        625        805      2,329      8,993      3,397:      586       304
Old  :   130,108:    77,873     66,617     13,815     30,940     18,426     12,876        625        805      2,329      8,993      3,397:      586       304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,961:     1,492        724      1,219         74       -416       -206         63        137       -254      1,339         26:      -37        14
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.9       51.2       10.6       23.8       14.2        9.9        0.5        0.6        1.8        6.9        2.6:      0.5       0.2
Old  :     100.0:      59.9       51.2       10.6       23.8       14.2        9.9        0.5        0.6        1.8        6.9        2.6:      0.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        72:        39         33          .          5          5          8          .          .          7          7         10:
Old  :        72:        39         33          .          5          5          8          .          .          7          7         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       39.5       64.6       63.6       35.7       29.0       46.5       43.4
Old  :                 48.7       39.5       64.6       63.6       35.7       29.0       46.5       43.4
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, August 17, 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  :    25,464:    13,006     16,395      9,752      6,665      1,804          0        600          0          0          0          0:      902         0
Old  :    25,464:    13,006     16,395      9,752      6,665      1,804          0        600          0          0          0          0:      902         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 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:      51.1       64.4       38.3       26.2        7.1        0.0        2.4        0.0        0.0        0.0        0.0:      3.5       0.0
Old  :     100.0:      51.1       64.4       38.3       26.2        7.1        0.0        2.4        0.0        0.0        0.0        0.0:      3.5       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  :        20:         9          8          .          .          4          0          .          0          0          0          0:
Old  :        20:         9          8          .          .          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  :                 70.0       69.3       86.6       87.9       67.1       65.7       76.0       78.1
Old  :                 70.0       69.3       86.6       87.9       67.1       65.7       76.0       78.1
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, August 17, 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  :    24,028:    12,668     15,012      9,362      7,320      1,096          0        600          0          0          0          0:      902         0
Old  :    24,028:    12,668     15,012      9,362      7,320      1,096          0        600          0          0          0          0:      902         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 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:      52.7       62.5       39.0       30.5        4.6        0.0        2.5        0.0        0.0        0.0        0.0:      3.8       0.0
Old  :     100.0:      52.7       62.5       39.0       30.5        4.6        0.0        2.5        0.0        0.0        0.0        0.0:      3.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          8          .          4          4          0          .          0          0          0          0:
Old  :        20:        10          8          .          4          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  :                 69.8       68.5       87.7       87.9       68.6       65.4       76.8       77.0
Old  :                 69.8       68.5       87.7       87.9       68.6       65.4       76.8       77.0
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, August 17, 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  :    40,985:    15,896     23,679     21,027      2,832      4,011         25      8,938          0          0      1,525          0:       26         0
Old  :    40,985:    15,896     23,679     21,027      2,832      4,011         25      8,938          0          0      1,525          0:       26         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       570:       347        192        445        600       -222          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.8       57.8       51.3        6.9        9.8        0.1       21.8        0.0        0.0        3.7        0.0:      0.1       0.0
Old  :     100.0:      38.8       57.8       51.3        6.9        9.8        0.1       21.8        0.0        0.0        3.7        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  :        26:        11         12          4          .          4          .          .          0          0          .          0:
Old  :        26:        11         12          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  :                 70.5       57.8       87.0       81.1       62.2       52.8       75.0       75.0
Old  :                 70.5       57.8       87.0       81.1       62.2       52.8       75.0       75.0
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, August 17, 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  :    36,274:    15,583     21,976     15,725      2,044      4,941          0      5,788          0          0      1,525          0:       25         0
Old  :    36,274:    15,583     21,976     15,725      2,044      4,941          0      5,788          0          0      1,525          0:       25         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       570:       275        120        445        600       -150          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.0       60.6       43.4        5.6       13.6        0.0       16.0        0.0        0.0        4.2        0.0:      0.1       0.0
Old  :     100.0:      43.0       60.6       43.4        5.6       13.6        0.0       16.0        0.0        0.0        4.2        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  :        25:        11         12          4          .          4          0          .          0          0          .          0:
Old  :        25:        11         12          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  :                 70.5       48.2       88.6       75.6       59.9       43.0       71.9       67.0
Old  :                 70.5       48.2       88.6       75.6       59.9       43.0       71.9       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    72,234:    44,133     40,549      8,430     17,276      9,872      6,413          0          0      1,150      1,875      1,715:      521       947
Old  :    72,234:    44,133     40,549      8,430     17,276      9,872      6,413          0          0      1,150      1,875      1,715:      521       947
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       799:       527        837        650        120       -408          0          0          0         50        300        -50:       30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       56.1       11.7       23.9       13.7        8.9        0.0        0.0        1.6        2.6        2.4:      0.7       1.3
Old  :     100.0:      61.1       56.1       11.7       23.9       13.7        8.9        0.0        0.0        1.6        2.6        2.4:      0.7       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  :        34:        18         19          .          5          4          .          0          0          .          .          4:
Old  :        34:        18         19          .          5          4          .          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  :                 55.8       38.6       70.0       65.2       46.1       29.7       54.9       45.4
Old  :                 55.8       38.6       70.0       65.2       46.1       29.7       54.9       45.4
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    35,164:    24,086     32,842      9,206          0      1,784          0          0          0         50          0          0:       38       538
Old  :    35,164:    24,086     32,842      9,206          0      1,784          0          0          0         50          0          0:       38       538
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     2,420:     1,810      2,175        365          0        245          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.5       93.4       26.2        0.0        5.1        0.0        0.0        0.0        0.1        0.0        0.0:      0.1       1.5
Old  :     100.0:      68.5       93.4       26.2        0.0        5.1        0.0        0.0        0.0        0.1        0.0        0.0:      0.1       1.5
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:        18         15          5          0          .          0          0          0          .          0          0:
Old  :        29:        18         15          5          0          .          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  :                 56.2       76.9       81.3       94.1       50.8       69.9       63.5       72.3
Old  :                 56.2       76.9       81.3       94.1       50.8       69.9       63.5       72.3
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, August 17, 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  :    42,592:    33,348     27,411      2,458      9,594      5,228      1,167        250          0          0        109          0:      391         0
Old  :    42,592:    33,348     27,411      2,458      9,594      5,228      1,167        250          0          0        109          0:      391         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -783:      -957     -1,373        174        590          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       64.4        5.8       22.5       12.3        2.7        0.6        0.0        0.0        0.3        0.0:      0.9       0.0
Old  :     100.0:      78.3       64.4        5.8       22.5       12.3        2.7        0.6        0.0        0.0        0.3        0.0:      0.9       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  :        31:        17         16          .          .          5          .          .          0          0          .          0:
Old  :        31:        17         16          .          .          5          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       65.8       77.0       91.1       47.9       55.6       57.3       64.0
Old  :                 55.2       65.8       77.0       91.1       47.9       55.6       57.3       64.0
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, August 17, 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  :    48,766:    32,660     42,935     11,210      3,879      1,552          0         35          0      2,688          0         10:      646       355
Old  :    48,766:    32,660     42,935     11,210      3,879      1,552          0         35          0      2,688          0         10:      646       355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       -30:       -75        -75        -60          0         45          0          0          0         60          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       88.0       23.0        8.0        3.2        0.0        0.1        0.0        5.5        0.0        0.0:      1.3       0.7
Old  :     100.0:      67.0       88.0       23.0        8.0        3.2        0.0        0.1        0.0        5.5        0.0        0.0:      1.3       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  :        29:        14         14          .          .          4          0          .          0          .          0          .:
Old  :        29:        14         14          .          .          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  :                 45.9       86.7       71.3       94.4       42.6       83.5       67.9       85.9
Old  :                 45.9       86.7       71.3       94.4       42.6       83.5       67.9       85.9
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, August 17, 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  :    54,574:    36,919     43,240     11,525      8,611      2,255          0         60          0      3,289         70        143:      443       195
Old  :    54,574:    36,919     43,240     11,525      8,611      2,255          0         60          0      3,289         70        143:      443       195
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        90:       138         50        -48          0          0          0          0          0          0         40          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       79.2       21.1       15.8        4.1        0.0        0.1        0.0        6.0        0.1        0.3:      0.8       0.4
Old  :     100.0:      67.6       79.2       21.1       15.8        4.1        0.0        0.1        0.0        6.0        0.1        0.3:      0.8       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        15         12          4          4          5          0          .          0          4          .          .:
Old  :        34:        15         12          4          4          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  :                 44.0       80.5       69.4       92.2       37.7       79.2       63.1       83.1
Old  :                 44.0       80.5       69.4       92.2       37.7       79.2       63.1       83.1
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, August 17, 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  :    85,602:    65,388     77,947     15,573      4,995        940          0         55        175      1,515         50      1,405:      606        35
Old  :    85,602:    65,388     77,947     15,573      4,995        940          0         55        175      1,515         50      1,405:      606        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,138:       796      1,093        370        -35         -6          0         -5         10       -123          0        121:      -30       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       91.1       18.2        5.8        1.1        0.0        0.1        0.2        1.8        0.1        1.6:      0.7       0.0
Old  :     100.0:      76.4       91.1       18.2        5.8        1.1        0.0        0.1        0.2        1.8        0.1        1.6:      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  :        42:        18         25          7          .          4          0          .          .          .          .          .:
Old  :        42:        18         25          7          .          4          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       63.0       78.8       82.7       58.2       61.1       74.9       79.3
Old  :                 59.9       63.0       78.8       82.7       58.2       61.1       74.9       79.3
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, August 17, 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  :   110,376:    85,801     98,137     16,750      7,574      1,380        654        745         54      3,919      1,144      1,141:      677       201
Old  :   110,376:    85,801     98,137     16,750      7,574      1,380        654        745         54      3,919      1,144      1,141:      677       201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,414:     1,746      1,373        -70       -160         36       -103          6        -25       -283        115         71:       42        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.7       88.9       15.2        6.9        1.3        0.6        0.7        0.0        3.6        1.0        1.0:      0.6       0.2
Old  :     100.0:      77.7       88.9       15.2        6.9        1.3        0.6        0.7        0.0        3.6        1.0        1.0:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        21         28          7          .          4          4          4          .          4          4          5:
Old  :        55:        21         28          7          .          4          4          4          .          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  :                 61.1       51.9       77.3       75.7       59.0       50.0       72.7       72.5
Old  :                 61.1       51.9       77.3       75.7       59.0       50.0       72.7       72.5
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, August 17, 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  :    63,728:    44,947     56,543     14,752          0      1,807          0      1,106         60      1,125      3,180      1,032:        5         0
Old  :    63,728:    44,947     56,543     14,752          0      1,807          0      1,106         60      1,125      3,180      1,032:        5         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       475:      -268        641      1,225          0       -282          0          0          0       -275         45         75:        0        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       88.7       23.1        0.0        2.8        0.0        1.7        0.1        1.8        5.0        1.6:      0.0       0.0
Old  :     100.0:      70.5       88.7       23.1        0.0        2.8        0.0        1.7        0.1        1.8        5.0        1.6:      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  :        32:        19         12          4          0          .          0          .          .          .          4          .:
Old  :        32:        19         12          4          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  :                 75.0       88.0       84.4       93.7       72.0       85.2       79.3       88.2
Old  :                 75.0       88.0       84.4       93.7       72.0       85.2       79.3       88.2
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, August 17, 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  :    50,221:    33,844     46,629     13,711         97      1,215        150          0          0        610      1,610        670:       21         0
Old  :    50,221:    33,844     46,629     13,711         97      1,215        150          0          0        610      1,610        670:       21         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       226:      -305        595          0        -84         75          0          0          0        535       -300        -60:      -19         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       92.8       27.3        0.2        2.4        0.3        0.0        0.0        1.2        3.2        1.3:      0.0       0.0
Old  :     100.0:      67.4       92.8       27.3        0.2        2.4        0.3        0.0        0.0        1.2        3.2        1.3:      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  :        26:        13         10          .          .          .          .          0          0          .          .          .:
Old  :        26:        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  :                 81.5       94.3       90.7       98.4       80.6       91.1       86.7       92.4
Old  :                 81.5       94.3       90.7       98.4       80.6       91.1       86.7       92.4
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, August 17, 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  :    41,651:    23,948     34,542     10,542        125      5,940          0          0          0          0        746        120:    1,101       178
Old  :    41,651:    23,948     34,542     10,542        125      5,940          0          0          0          0        746        120:    1,101       178
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -174:      -140       -155        -37          0          0          0          0          0          0        -10          0:        3        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       82.9       25.3        0.3       14.3        0.0        0.0        0.0        0.0        1.8        0.3:      2.6       0.4
Old  :     100.0:      57.5       82.9       25.3        0.3       14.3        0.0        0.0        0.0        0.0        1.8        0.3:      2.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14         13          5          .          4          0          0          0          0          .          .:
Old  :        24:        14         13          5          .          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  :                 52.2       75.5       78.4       89.6       39.2       58.7       58.7       65.6
Old  :                 52.2       75.5       78.4       89.6       39.2       58.7       58.7       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, August 17, 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  :    48,881:    31,072     40,891     11,964        447      4,029        235      2,175          0        873        800        142:      566       397
Old  :    48,881:    31,072     40,891     11,964        447      4,029        235      2,175          0        873        800        142:      566       397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -171:         4       -151        -70          0          0       -120          0          0          0        -25        -30:       45        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       83.7       24.5        0.9        8.2        0.5        4.4        0.0        1.8        1.6        0.3:      1.2       0.8
Old  :     100.0:      63.6       83.7       24.5        0.9        8.2        0.5        4.4        0.0        1.8        1.6        0.3:      1.2       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  :        30:        16         15          .          .          5          .          .          0          .          .          .:
Old  :        30:        16         15          .          .          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  :                 53.7       70.7       79.3       87.7       52.4       61.9       69.7       70.9
Old  :                 53.7       70.7       79.3       87.7       52.4       61.9       69.7       70.9
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, August 17, 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  :    16,668:     8,670     13,108      6,912        987        484          0      1,255          0        100        760          0:      502        74
Old  :    16,668:     8,670     13,108      6,912        987        484          0      1,255          0        100        760          0:      502        74
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       100:         0        100         98          0          0          0          0          0          0          0          0:        2         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       78.6       41.5        5.9        2.9        0.0        7.5        0.0        0.6        4.6        0.0:      3.0       0.4
Old  :     100.0:      52.0       78.6       41.5        5.9        2.9        0.0        7.5        0.0        0.6        4.6        0.0:      3.0       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         8         10          4          .          .          0          .          0          .          .          0:
Old  :        25:         8         10          4          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       64.9       84.7       88.0       61.7       62.7       80.7       84.6
Old  :                 63.1       64.9       84.7       88.0       61.7       62.7       80.7       84.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    15,381:     7,857     12,556      6,163      1,110        782          0        250          0         25        640          0:      554        43
Old  :    15,381:     7,857     12,556      6,163      1,110        782          0        250          0         25        640          0:      554        43
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       100:         0        100        100          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.1       81.6       40.1        7.2        5.1        0.0        1.6        0.0        0.2        4.2        0.0:      3.6       0.3
Old  :     100.0:      51.1       81.6       40.1        7.2        5.1        0.0        1.6        0.0        0.2        4.2        0.0:      3.6       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  :        23:         8          9          4          .          .          0          .          0          .          .          0:
Old  :        23:         8          9          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  :                 64.5       67.9       86.4       89.3       60.7       65.2       81.4       85.2
Old  :                 64.5       67.9       86.4       89.3       60.7       65.2       81.4       85.2
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    24,111:    19,311     16,215      2,466      6,829        477        366          0         40        778         44        142:      531       364
Old  :    24,111:    19,311     16,215      2,466      6,829        477        366          0         40        778         44        142:      531       364
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        10:        60          0          0         10          0        -60          0          0          0          0          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.1       67.3       10.2       28.3        2.0        1.5        0.0        0.2        3.2        0.2        0.6:      2.2       1.5
Old  :     100.0:      80.1       67.3       10.2       28.3        2.0        1.5        0.0        0.2        3.2        0.2        0.6:      2.2       1.5
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  :        28:        14         12          .          4          4          .          0          .          .          .          .:
Old  :        28:        14         12          .          4          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  :                 69.2       72.4       86.1       91.4       66.8       72.4       83.3       89.8
Old  :                 69.2       72.4       86.1       91.4       66.8       72.4       83.3       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV                                                                                           Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    15,558:    12,340     13,275      1,881      1,650        113          0          0          0        410          0        150:      664       370
Old  :    15,558:    12,340     13,275      1,881      1,650        113          0          0          0        410          0        150:      664       370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        50:         0         50         50          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       85.3       12.1       10.6        0.7        0.0        0.0        0.0        2.6        0.0        1.0:      4.3       2.4
Old  :     100.0:      79.3       85.3       12.1       10.6        0.7        0.0        0.0        0.0        2.6        0.0        1.0:      4.3       2.4
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  :        22:        12         11          .          .          .          0          0          0          .          0          .:
Old  :        22:        12         11          .          .          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       83.6       83.6       94.8       59.5       79.3       73.6       81.6
Old  :                 67.2       83.6       83.6       94.8       59.5       79.3       73.6       81.6
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, August 17, 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  :    37,660:    22,202     20,170      9,564     10,307      1,435      1,310      4,388         90      1,880        185        710:      469       375
Old  :    37,660:    22,202     20,170      9,564     10,307      1,435      1,310      4,388         90      1,880        185        710:      469       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -162:       286       -207        111         70        -75        -40        -25         40       -484          0          0:        0        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       53.6       25.4       27.4        3.8        3.5       11.7        0.2        5.0        0.5        1.9:      1.2       1.0
Old  :     100.0:      59.0       53.6       25.4       27.4        3.8        3.5       11.7        0.2        5.0        0.5        1.9:      1.2       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  :        44:        22         19          4          .          6          .          .          .          4          .          .:
Old  :        44:        22         19          4          .          6          .          .          .          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  :                 42.6       70.0       62.2       83.5       39.6       65.8       56.0       74.7
Old  :                 42.6       70.0       62.2       83.5       39.6       65.8       56.0       74.7
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, August 17, 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  :    22,029:    15,471      9,549      2,723      7,765      1,412        560      2,575         40      1,130         14        509:      184       165
Old  :    22,029:    15,471      9,549      2,723      7,765      1,412        560      2,575         40      1,130         14        509:      184       165
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       151:       468         39         98        100        -30        -40          0         40       -385          2          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       43.3       12.4       35.2        6.4        2.5       11.7        0.2        5.1        0.1        2.3:      0.8       0.7
Old  :     100.0:      70.2       43.3       12.4       35.2        6.4        2.5       11.7        0.2        5.1        0.1        2.3:      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  :        35:        20         14          .          .          6          .          .          .          .          .          .:
Old  :        35:        20         14          .          .          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       62.0       63.9       81.6       35.1       53.9       50.3       65.4
Old  :                 44.0       62.0       63.9       81.6       35.1       53.9       50.3       65.4
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, August 17, 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  :    15,525:     5,516     14,737      7,151          0        387        176          0        205      1,881         47        104:      105        45
Old  :    15,525:     5,516     14,737      7,151          0        387        176          0        205      1,881         47        104:      105        45
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        47:        95         23       -100          0         20         25          0          0         -6          0          6:        7        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       94.9       46.1        0.0        2.5        1.1        0.0        1.3       12.1        0.3        0.7:      0.7       0.3
Old  :     100.0:      35.5       94.9       46.1        0.0        2.5        1.1        0.0        1.3       12.1        0.3        0.7:      0.7       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  :        27:        13         11          4          0          .          .          0          .          .          .          4:
Old  :        27:        13         11          4          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  :                 58.2       88.5       79.7       95.4       55.3       82.8       74.3       85.6
Old  :                 58.2       88.5       79.7       95.4       55.3       82.8       74.3       85.6
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,913:     3,455      6,075      6,964      4,865      1,683         25          0         40        245         90        100:      401        60
Old  :    12,913:     3,455      6,075      6,964      4,865      1,683         25          0         40        245         90        100:      401        60
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 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:      26.8       47.0       53.9       37.7       13.0        0.2        0.0        0.3        1.9        0.7        0.8:      3.1       0.5
Old  :     100.0:      26.8       47.0       53.9       37.7       13.0        0.2        0.0        0.3        1.9        0.7        0.8:      3.1       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  :        22:         8          9          4          .          4          .          0          .          .          .          .:
Old  :        22:         8          9          4          .          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  :                 70.7       82.3       86.9       93.5       62.3       75.8       77.1       82.0
Old  :                 70.7       82.3       86.9       93.5       62.3       75.8       77.1       82.0
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, August 17, 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  :    48,687:    18,000     42,722     24,415      3,270      2,055        600          0          0      2,540          0        620:      457        20
Old  :    48,687:    18,000     42,722     24,415      3,270      2,055        600          0          0      2,540          0        620:      457        20
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        10:       300          0       -270          0          0          0          0          0          0          0          0:      -20        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.0       87.7       50.1        6.7        4.2        1.2        0.0        0.0        5.2        0.0        1.3:      0.9       0.0
Old  :     100.0:      37.0       87.7       50.1        6.7        4.2        1.2        0.0        0.0        5.2        0.0        1.3:      0.9       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  :        28:        14         14          5          .          .          .          0          0          .          0          .:
Old  :        28:        14         14          5          .          .          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.5       77.6       88.0       91.3       72.3       77.6       80.9       86.4
Old  :                 76.5       77.6       88.0       91.3       72.3       77.6       80.9       86.4
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, August 17, 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  :    52,212:    19,340     46,557     27,630      3,275      1,735         30          0         50      2,445          0        595:      387         0
Old  :    52,212:    19,340     46,557     27,630      3,275      1,735         30          0         50      2,445          0        595:      387         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :         0:       300          0       -300          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.0       89.2       52.9        6.3        3.3        0.1        0.0        0.1        4.7        0.0        1.1:      0.7       0.0
Old  :     100.0:      37.0       89.2       52.9        6.3        3.3        0.1        0.0        0.1        4.7        0.0        1.1:      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  :        29:        14         15          5          .          .          .          0          .          .          0          .:
Old  :        29:        14         15          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  :                 76.7       80.3       88.6       91.9       73.8       80.3       83.0       88.3
Old  :                 76.7       80.3       88.6       91.9       73.8       80.3       83.0       88.3
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, August 17, 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  :   105,259:    74,162     82,099     16,903      8,674     10,736         20        220        875      1,154      1,134      1,059:      350       462
Old  :   105,259:    74,162     82,099     16,903      8,674     10,736         20        220        875      1,154      1,134      1,059:      350       462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -121:       190       -101       -370       -370        215          0          0          0        -30        257       -127:        1         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       78.0       16.1        8.2       10.2        0.0        0.2        0.8        1.1        1.1        1.0:      0.3       0.4
Old  :     100.0:      70.5       78.0       16.1        8.2       10.2        0.0        0.2        0.8        1.1        1.1        1.0:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        28         25          .          6          5          .          .          .          .          .          4:
Old  :        52:        28         25          .          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  :                 48.3       58.6       65.5       74.2       46.3       50.8       59.3       61.1
Old  :                 48.3       58.6       65.5       74.2       46.3       50.8       59.3       61.1
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, August 17, 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  :   118,531:    85,878     87,687     12,937     10,531     15,229        115        695        915      1,490      1,272      1,808:      159       394
Old  :   118,531:    85,878     87,687     12,937     10,531     15,229        115        695        915      1,490      1,272      1,808:      159       394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       120:       596         15       -535       -210        -15         40       -120        120       -315         86        219:       10        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       74.0       10.9        8.9       12.8        0.1        0.6        0.8        1.3        1.1        1.5:      0.1       0.3
Old  :     100.0:      72.5       74.0       10.9        8.9       12.8        0.1        0.6        0.8        1.3        1.1        1.5:      0.1       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  :        59:        31         27          4          5          7          .          .          .          5          5          6:
Old  :        59:        31         27          4          5          7          .          .          .          5          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       56.3       59.4       73.1       38.9       47.0       51.7       57.4
Old  :                 42.6       56.3       59.4       73.1       38.9       47.0       51.7       57.4
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, August 17, 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  :   813,216:   547,051    581,744      8,808     19,134    115,907     24,782      8,697     47,503     32,337      3,563     36,647:      181        21
Old  :   813,216:   547,051    581,744      8,808     19,134    115,907     24,782      8,697     47,503     32,337      3,563     36,647:      181        21
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       769:     3,437        833     -1,936      1,603      1,374        400       -145       -949     -1,227       -186       -173:     -157    -1,587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.3       71.5        1.1        2.4       14.3        3.0        1.1        5.8        4.0        0.4        4.5:      0.0       0.0
Old  :     100.0:      67.3       71.5        1.1        2.4       14.3        3.0        1.1        5.8        4.0        0.4        4.5:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       102:        44         42          .          8          8         16          6         12         16          7         19:
Old  :       102:        44         42          .          8          8         16          6         12         16          7         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  :                 42.8       48.2       63.3       67.6        6.9       10.2       10.8       14.9
Old  :                 42.8       48.2       63.3       67.6        6.9       10.2       10.8       14.9
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,665:     8,330     10,195      2,210      3,180      1,160        935          0          0      1,340          0          0:      690       130
Old  :    14,665:     8,330     10,195      2,210      3,180      1,160        935          0          0      1,340          0          0:      690       130
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       275:        50        100        235        185        -10          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       69.5       15.1       21.7        7.9        6.4        0.0        0.0        9.1        0.0        0.0:      4.7       0.9
Old  :     100.0:      56.8       69.5       15.1       21.7        7.9        6.4        0.0        0.0        9.1        0.0        0.0:      4.7       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  :        20:         8          7          .          .          4          .          0          0          .          0          0:
Old  :        20:         8          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  :                 60.1       84.2       85.2       97.9       53.5       77.9       75.5       85.0
Old  :                 60.1       84.2       85.2       97.9       53.5       77.9       75.5       85.0
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    12,085:     6,470      7,545      2,145      2,385      1,415        235        600          0      1,065          0          0:      755       140
Old  :    12,085:     6,470      7,545      2,145      2,385      1,415        235        600          0      1,065          0          0:      755       140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       225:        50        100        185        135        -10          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       62.4       17.7       19.7       11.7        1.9        5.0        0.0        8.8        0.0        0.0:      6.2       1.2
Old  :     100.0:      53.5       62.4       17.7       19.7       11.7        1.9        5.0        0.0        8.8        0.0        0.0:      6.2       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          8          .          .          4          .          .          0          .          0          0:
Old  :        20:         8          8          .          .          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  :                 59.8       81.0       86.4       96.3       51.0       68.9       70.5       79.6
Old  :                 59.8       81.0       86.4       96.3       51.0       68.9       70.5       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV                                                                                          Code-0643IB
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :16 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    13,225:    11,795      9,310        255      2,560         25        125        135        130        185        405        225:      485       435
Old  :    13,225:    11,795      9,310        255      2,560         25        125        135        130        185        405        225:      485       435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :    -1,220:    -1,290          5        185       -310       -175        125       -815        130       -320       -165        175:      -50       -65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.2       70.4        1.9       19.4        0.2        0.9        1.0        1.0        1.4        3.1        1.7:      3.7       3.3
Old  :     100.0:      89.2       70.4        1.9       19.4        0.2        0.9        1.0        1.0        1.4        3.1        1.7:      3.7       3.3
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:        12         13          .          .          .          .          .          .          .          .          .:
Old  :        27:        12         13          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.4       69.0       88.7       86.0       77.7       65.6       84.4       82.2
Old  :                 79.4       69.0       88.7       86.0       77.7       65.6       84.4       82.2
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, August 17, 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  :    30,507:    21,943     22,924      2,705      2,798      2,464        400          0          0      2,690      2,065        240:       65        16
Old  :    30,507:    21,943     22,924      2,705      2,798      2,464        400          0          0      2,690      2,065        240:       65        16
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       880:       828      1,020         -8       -200         60          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       75.1        8.9        9.2        8.1        1.3        0.0        0.0        8.8        6.8        0.8:      0.2       0.1
Old  :     100.0:      71.9       75.1        8.9        9.2        8.1        1.3        0.0        0.0        8.8        6.8        0.8:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         19          .          4          5          .          0          0          .          .          4:
Old  :        38:        20         19          .          4          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  :                 61.0       60.3       78.3       79.2       57.9       47.6       67.8       65.2
Old  :                 61.0       60.3       78.3       79.2       57.9       47.6       67.8       65.2
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, August 17, 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  :    31,005:    16,025     21,435      4,355      1,965      7,425      1,900          0          0      1,300          0          0:        0       180
Old  :    31,005:    16,025     21,435      4,355      1,965      7,425      1,900          0          0      1,300          0          0:        0       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,160:       985      1,185        100       -150        125        -50          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       69.1       14.0        6.3       23.9        6.1        0.0        0.0        4.2        0.0        0.0:      0.0       0.6
Old  :     100.0:      51.7       69.1       14.0        6.3       23.9        6.1        0.0        0.0        4.2        0.0        0.0:      0.0       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  :        32:        20         16          .          .          .          .          0          0          .          0          0:
Old  :        32:        20         16          .          .          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       47.7       78.9       80.7       36.0       33.1       46.4       43.4
Old  :                 53.6       47.7       78.9       80.7       36.0       33.1       46.4       43.4
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    86,255:    63,386     57,260     14,180     18,464        729          0      3,815        300      2,010          0          0:    5,650     5,687
Old  :    86,255:    63,386     57,260     14,180     18,464        729          0      3,815        300      2,010          0          0:    5,650     5,687
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       440:       815        270       -100        145          0          0          0          0       -300          0          0:       25        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       66.4       16.4       21.4        0.8        0.0        4.4        0.3        2.3        0.0        0.0:      6.6       6.6
Old  :     100.0:      73.5       66.4       16.4       21.4        0.8        0.0        4.4        0.3        2.3        0.0        0.0:      6.6       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         12          .          4          .          0          .          .          .          0          0:
Old  :        26:        13         12          .          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  :                 77.1       67.9       87.3       85.0       74.5       67.4       82.5       80.6
Old  :                 77.1       67.9       87.3       85.0       74.5       67.4       82.5       80.6
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    67,900:    48,822     39,816     10,912     18,626        639          0      2,990         60      1,720          0          0:    5,747     5,769
Old  :    67,900:    48,822     39,816     10,912     18,626        639          0      2,990         60      1,720          0          0:    5,747     5,769
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       761:       964        589          0        170          0          0        -95          0       -300          0          0:       97        97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       58.6       16.1       27.4        0.9        0.0        4.4        0.1        2.5        0.0        0.0:      8.5       8.5
Old  :     100.0:      71.9       58.6       16.1       27.4        0.9        0.0        4.4        0.1        2.5        0.0        0.0:      8.5       8.5
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  :        25:        14         14          .          4          .          0          .          .          .          0          0:
Old  :        25:        14         14          .          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  :                 77.3       61.2       85.7       83.5       74.3       59.7       80.6       80.5
Old  :                 77.3       61.2       85.7       83.5       74.3       59.7       80.6       80.5
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, August 17, 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  :    14,358:    10,225      6,335        250      7,253        437      2,765          0        125          0          0          0:      556       208
Old  :    14,358:    10,225      6,335        250      7,253        437      2,765          0        125          0          0          0:      556       208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       -30:      -100          0          0       -100        100          0          0          0          0          0          0:      -30       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       44.1        1.7       50.5        3.0       19.3        0.0        0.9        0.0        0.0        0.0:      3.9       1.4
Old  :     100.0:      71.2       44.1        1.7       50.5        3.0       19.3        0.0        0.9        0.0        0.0        0.0:      3.9       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  :        21:         9         10          .          .          .          .          0          .          0          0          0:
Old  :        21:         9         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  :                 69.0       81.6       84.7       94.3       66.9       78.1       79.6       89.3
Old  :                 69.0       81.6       84.7       94.3       66.9       78.1       79.6       89.3
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, August 17, 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  :    38,551:    21,599     17,481      6,504     10,171        993      3,825      3,574      1,745          0        582        497:    3,388     3,508
Old  :    38,551:    21,599     17,481      6,504     10,171        993      3,825      3,574      1,745          0        582        497:    3,388     3,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        52:        52        907       -825     -1,380        491          0       -300          0          0          0          0:      334       334
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       45.3       16.9       26.4        2.6        9.9        9.3        4.5        0.0        1.5        1.3:      8.8       9.1
Old  :     100.0:      56.0       45.3       16.9       26.4        2.6        9.9        9.3        4.5        0.0        1.5        1.3:      8.8       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         15          .          .          .          .          .          .          0          .          .:
Old  :        31:        18         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  :                 42.3       58.0       67.6       74.6       35.3       51.0       51.9       63.3
Old  :                 42.3       58.0       67.6       74.6       35.3       51.0       51.9       63.3
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    28,600:    16,812     12,428      8,308      5,745        264        200      6,430        720         61        688        275:    1,960     2,050
Old  :    28,600:    16,812     12,428      8,308      5,745        264        200      6,430        720         61        688        275:    1,960     2,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       171:       121       -129         50          0          0          0        300          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.8       43.5       29.0       20.1        0.9        0.7       22.5        2.5        0.2        2.4        1.0:      6.9       7.2
Old  :     100.0:      58.8       43.5       29.0       20.1        0.9        0.7       22.5        2.5        0.2        2.4        1.0:      6.9       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         12          4          .          .          .          .          .          .          .          .:
Old  :        26:        14         12          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  :                 56.2       60.6       75.8       81.6       51.4       53.8       65.9       68.9
Old  :                 56.2       60.6       75.8       81.6       51.4       53.8       65.9       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CZS
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    20,685:    13,509      8,930      3,584      2,845        583          0      5,661          0         81          0          0:    2,928     2,666
Old  :    20,685:    13,509      8,930      3,584      2,845        583          0      5,661          0         81          0          0:    2,928     2,666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :         0:         0        120        120          0       -117          0          0          0          0          0          0:       -3        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       43.2       17.3       13.8        2.8        0.0       27.4        0.0        0.4        0.0        0.0:     14.2      12.9
Old  :     100.0:      65.3       43.2       17.3       13.8        2.8        0.0       27.4        0.0        0.4        0.0        0.0:     14.2      12.9
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  :        21:        12          8          .          .          .          0          .          0          .          0          0:
Old  :        21:        12          8          .          .          .          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  :                 58.7       76.7       75.4       84.3       57.0       73.2       69.0       75.9
Old  :                 58.7       76.7       75.4       84.3       57.0       73.2       69.0       75.9
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, August 17, 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  :    20,606:    12,380      7,041      6,230      1,610        110          0     10,040        350          0         35         75:    1,461     1,345
Old  :    20,606:    12,380      7,041      6,230      1,610        110          0     10,040        350          0         35         75:    1,461     1,345
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       -35:        10       -100       -110          0         50          0          0          0          0          0          0:       15        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       34.2       30.2        7.8        0.5        0.0       48.7        1.7        0.0        0.2        0.4:      7.1       6.5
Old  :     100.0:      60.1       34.2       30.2        7.8        0.5        0.0       48.7        1.7        0.0        0.2        0.4:      7.1       6.5
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  :        22:         9         13          .          .          .          0          .          .          0          .          .:
Old  :        22:         9         13          .          .          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.8       66.3       85.9       81.8       55.3       63.3       69.1       68.4
Old  :                 64.8       66.3       85.9       81.8       55.3       63.3       69.1       68.4
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, August 17, 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  :    97,923:    25,040     41,144     37,692     36,810      2,765     16,270      1,200          0        306          0        620:   15,230    15,384
Old  :    97,923:    25,040     41,144     37,692     36,810      2,765     16,270      1,200          0        306          0        620:   15,230    15,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       470:      -380       -115       -400       -540          0        150         25          0          0          0          0:    1,100     1,100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.6       42.0       38.5       37.6        2.8       16.6        1.2        0.0        0.3        0.0        0.6:     15.6      15.7
Old  :     100.0:      25.6       42.0       38.5       37.6        2.8       16.6        1.2        0.0        0.3        0.0        0.6:     15.6      15.7
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:        16         13          .          .          .          .          .          0          .          0          .:
Old  :        27:        16         13          .          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       56.8       74.5       73.7       58.5       56.7       68.0       69.2
Old  :                 61.4       56.8       74.5       73.7       58.5       56.7       68.0       69.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    96,123:    24,700     40,684     30,042     34,095      3,110     16,595      1,175          0      4,905        205        396:   16,375    16,458
Old  :    96,123:    24,700     40,684     30,042     34,095      3,110     16,595      1,175          0      4,905        205        396:   16,375    16,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       425:      -380        -90       -400       -540          0        150          0          0          0          0          0:    1,055     1,055
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.7       42.3       31.3       35.5        3.2       17.3        1.2        0.0        5.1        0.2        0.4:     17.0      17.1
Old  :     100.0:      25.7       42.3       31.3       35.5        3.2       17.3        1.2        0.0        5.1        0.2        0.4:     17.0      17.1
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  :        28:        14         12          4          .          .          .          .          0          .          .          .:
Old  :        28:        14         12          4          .          .          .          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       55.1       71.1       72.5       52.7       54.9       65.0       68.0
Old  :                 54.7       55.1       71.1       72.5       52.7       54.9       65.0       68.0
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, August 17, 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  :    27,981:    19,312      9,112        795        275      2,650          0      9,275        746        920      2,570          0:    3,558     3,353
Old  :    27,981:    19,312      9,112        795        275      2,650          0      9,275        746        920      2,570          0:    3,558     3,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       336:       -60        450          0          0          0          0       -530        396          0          0          0:        0        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       32.6        2.8        1.0        9.5        0.0       33.1        2.7        3.3        9.2        0.0:     12.7      12.0
Old  :     100.0:      69.0       32.6        2.8        1.0        9.5        0.0       33.1        2.7        3.3        9.2        0.0:     12.7      12.0
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  :        26:        16          7          .          .          .          0          4          .          .          .          0:
Old  :        26:        16          7          .          .          .          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  :                 48.3       58.4       64.9       78.4       40.6       53.6       53.5       62.1
Old  :                 48.3       58.4       64.9       78.4       40.6       53.6       53.5       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :    27,781:    19,237      9,152        760        275      2,660          0      9,250        746        920      2,445          0:    3,458     3,253
Old  :    27,781:    19,237      9,152        760        275      2,660          0      9,250        746        920      2,445          0:    3,458     3,253
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       336:       -60        450          0          0          0          0       -530        396          0          0          0:        0        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       32.9        2.7        1.0        9.6        0.0       33.3        2.7        3.3        8.8        0.0:     12.4      11.7
Old  :     100.0:      69.2       32.9        2.7        1.0        9.6        0.0       33.3        2.7        3.3        8.8        0.0:     12.4      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  :        26:        16          7          .          .          .          0          .          .          .          .          0:
Old  :        26:        16          7          .          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.6       58.6       65.3       78.8       40.9       53.8       53.9       62.5
Old  :                 48.6       58.6       65.3       78.8       40.9       53.8       53.9       62.5
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, August 17, 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  :    48,147:    15,533     36,588     17,530      8,775         60      7,875          0          0      4,355          0          0:    2,794     2,724
Old  :    48,147:    15,533     36,588     17,530      8,775         60      7,875          0          0      4,355          0          0:    2,794     2,724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       315:       370          0       -370          0          0          0          0          0          0          0          0:      315       315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.3       76.0       36.4       18.2        0.1       16.4        0.0        0.0        9.0        0.0        0.0:      5.8       5.7
Old  :     100.0:      32.3       76.0       36.4       18.2        0.1       16.4        0.0        0.0        9.0        0.0        0.0:      5.8       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         9         11          .          4          .          .          0          0          .          0          0:
Old  :        24:         9         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  :                 70.1       83.8       92.0       90.5       69.6       83.2       90.8       89.4
Old  :                 70.1       83.8       92.0       90.5       69.6       83.2       90.8       89.4
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,341:    16,507     37,396     21,729      7,860         80      7,700          0          0      4,060      4,800          0:    2,265     2,205
Old  :    52,341:    16,507     37,396     21,729      7,860         80      7,700          0          0      4,060      4,800          0:    2,265     2,205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       300:       425          0       -300        135          0          0          0          0         10          0          0:      165       165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       71.4       41.5       15.0        0.2       14.7        0.0        0.0        7.8        9.2        0.0:      4.3       4.2
Old  :     100.0:      31.5       71.4       41.5       15.0        0.2       14.7        0.0        0.0        7.8        9.2        0.0:      4.3       4.2
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:        10         11          .          .          .          .          0          0          .          .          0:
Old  :        22:        10         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  :                 72.1       82.3       92.6       92.6       71.2       81.8       91.2       91.4
Old  :                 72.1       82.3       92.6       92.6       71.2       81.8       91.2       91.4
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, August 17, 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  :    53,665:    21,170     46,570     18,110        975      1,980      2,095      1,150        120      7,695      1,200         35:    2,460     1,635
Old  :    53,665:    21,170     46,570     18,110        975      1,980      2,095      1,150        120      7,695      1,200         35:    2,460     1,635
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       335:       295        360        150          0          0         25          0          0          0          0          0:     -135       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.4       86.8       33.7        1.8        3.7        3.9        2.1        0.2       14.3        2.2        0.1:      4.6       3.0
Old  :     100.0:      39.4       86.8       33.7        1.8        3.7        3.9        2.1        0.2       14.3        2.2        0.1:      4.6       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  :        28:        14         10          .          .          .          .          .          .          .          .          .:
Old  :        28:        14         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  :                 57.7       83.1       76.0       91.6       55.3       81.5       72.1       87.9
Old  :                 57.7       83.1       76.0       91.6       55.3       81.5       72.1       87.9
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, August 17, 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  :    49,980:    19,065     42,410     18,145      1,125      1,980      1,795      1,150        185      6,140      1,200        385:    2,285     1,545
Old  :    49,980:    19,065     42,410     18,145      1,125      1,980      1,795      1,150        185      6,140      1,200        385:    2,285     1,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       310:       185        335        235          0          0         25          0        -25          0          0          0:     -110         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.1       84.9       36.3        2.3        4.0        3.6        2.3        0.4       12.3        2.4        0.8:      4.6       3.1
Old  :     100.0:      38.1       84.9       36.3        2.3        4.0        3.6        2.3        0.4       12.3        2.4        0.8:      4.6       3.1
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  :        28:        14         10          .          .          .          .          .          .          .          .          .:
Old  :        28:        14         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  :                 59.4       80.7       77.3       90.2       56.1       78.6       72.3       86.6
Old  :                 59.4       80.7       77.3       90.2       56.1       78.6       72.3       86.6
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, August 17, 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  :    80,950:    31,410     67,200     17,485      4,615      3,570     20,040        250        765      2,905        185      1,275:    3,500     3,090
Old  :    80,950:    31,410     67,200     17,485      4,615      3,570     20,040        250        765      2,905        185      1,275:    3,500     3,090
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,100:       200      1,100        900          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.8       83.0       21.6        5.7        4.4       24.8        0.3        0.9        3.6        0.2        1.6:      4.3       3.8
Old  :     100.0:      38.8       83.0       21.6        5.7        4.4       24.8        0.3        0.9        3.6        0.2        1.6:      4.3       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        14         11          .          .          .          .          .          .          .          .          .:
Old  :        32:        14         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  :                 61.6       74.3       83.0       87.3       56.6       74.0       76.5       83.2
Old  :                 61.6       74.3       83.0       87.3       56.6       74.0       76.5       83.2
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, August 17, 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  :    77,795:    30,915     64,220     16,845      4,615      3,750     19,790        500        765      1,755        185      1,275:    2,700     2,485
Old  :    77,795:    30,915     64,220     16,845      4,615      3,750     19,790        500        765      1,755        185      1,275:    2,700     2,485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,100:       260      1,100        840          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       82.6       21.7        5.9        4.8       25.4        0.6        1.0        2.3        0.2        1.6:      3.5       3.2
Old  :     100.0:      39.7       82.6       21.7        5.9        4.8       25.4        0.6        1.0        2.3        0.2        1.6:      3.5       3.2
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  :        32:        14         12          .          .          .          .          .          .          .          .          .:
Old  :        32:        14         12          .          .          .          .          .          .          .          .          .:
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  :                 63.5       74.0       83.8       87.9       58.1       73.7       76.2       82.4
Old  :                 63.5       74.0       83.8       87.9       58.1       73.7       76.2       82.4
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, August 17, 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  :    58,352:    33,738     26,780      3,175     21,497          0     12,550      1,180      1,525      1,320      1,445        905:    5,139     5,020
Old  :    58,352:    33,738     26,780      3,175     21,497          0     12,550      1,180      1,525      1,320      1,445        905:    5,139     5,020
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       575:       245      1,675        300     -1,080        -20         50          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       45.9        5.4       36.8        0.0       21.5        2.0        2.6        2.3        2.5        1.6:      8.8       8.6
Old  :     100.0:      57.8       45.9        5.4       36.8        0.0       21.5        2.0        2.6        2.3        2.5        1.6:      8.8       8.6
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  :        28:        18          8          .          .          0          .          .          .          .          .          .:
Old  :        28:        18          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  :                 53.5       76.8       69.2       88.9       52.4       68.4       64.3       76.8
Old  :                 53.5       76.8       69.2       88.9       52.4       68.4       64.3       76.8
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, August 17, 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  :    50,410:    29,761     26,110      3,045     15,123          0      9,020      1,180      1,525        970        685      1,055:    5,034     4,732
Old  :    50,410:    29,761     26,110      3,045     15,123          0      9,020      1,180      1,525        970        685      1,055:    5,034     4,732
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :       575:       245      1,675        300     -1,130        -20          0          0          0          0          0          0:       50        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       51.8        6.0       30.0        0.0       17.9        2.3        3.0        1.9        1.4        2.1:     10.0       9.4
Old  :     100.0:      59.0       51.8        6.0       30.0        0.0       17.9        2.3        3.0        1.9        1.4        2.1:     10.0       9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16          7          .          .          0          .          .          .          .          .          .:
Old  :        28:        16          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  :                 54.5       74.6       69.2       87.8       50.4       65.8       63.6       73.7
Old  :                 54.5       74.6       69.2       87.8       50.4       65.8       63.6       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, August 17, 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  :   224,555:   127,715     97,710     37,817      8,202      6,069          0     48,670        400        135     11,160        296:   52,123    52,048
Old  :   224,555:   127,715     97,710     37,817      8,202      6,069          0     48,670        400        135     11,160        296:   52,123    52,048
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,446:     3,082        142     -2,405        -95        156          0      1,020          0        -50       -420         50:      613       593
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       43.5       16.8        3.7        2.7        0.0       21.7        0.2        0.1        5.0        0.1:     23.2      23.2
Old  :     100.0:      56.9       43.5       16.8        3.7        2.7        0.0       21.7        0.2        0.1        5.0        0.1:     23.2      23.2
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  :        43:        22         25          .          .          5          0          4          .          .          .          .:
Old  :        43:        22         25          .          .          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  :                 48.3       35.7       65.8       51.5       38.0       30.9       52.4       43.5
Old  :                 48.3       35.7       65.8       51.5       38.0       30.9       52.4       43.5
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, August 17, 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  :   205,458:   121,600     93,784     27,660      2,550      8,313          0     44,095        440        135      9,041      1,058:   46,252    46,177
Old  :   205,458:   121,600     93,784     27,660      2,550      8,313          0     44,095        440        135      9,041      1,058:   46,252    46,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     1,433:     3,070        185     -2,400        -45         46          0        995        -15          0       -445          0:      732       712
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       45.6       13.5        1.2        4.0        0.0       21.5        0.2        0.1        4.4        0.5:     22.5      22.5
Old  :     100.0:      59.2       45.6       13.5        1.2        4.0        0.0       21.5        0.2        0.1        4.4        0.5:     22.5      22.5
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  :        43:        22         25          4          .          5          0          4          .          .          4          .:
Old  :        43:        22         25          4          .          5          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  :                 47.1       37.0       64.4       53.6       36.4       31.7       51.1       45.6
Old  :                 47.1       37.0       64.4       53.6       36.4       31.7       51.1       45.6
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, August 17, 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  :    50,401:    16,538     27,765     11,438      4,161     10,253      4,630          0        787          0        925         10:    6,745     6,500
Old  :    50,401:    16,538     27,765     11,438      4,161     10,253      4,630          0        787          0        925         10:    6,745     6,500
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -130:        50         50       -600       -600         30          0          0          0          0          0          0:      390       390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.8       55.1       22.7        8.3       20.3        9.2        0.0        1.6        0.0        1.8        0.0:     13.4      12.9
Old  :     100.0:      32.8       55.1       22.7        8.3       20.3        9.2        0.0        1.6        0.0        1.8        0.0:     13.4      12.9
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  :        27:        12         13          .          4          5          .          0          .          0          .          .:
Old  :        27:        12         13          .          4          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  :                 54.2       43.9       71.4       68.5       39.5       34.6       49.3       46.6
Old  :                 54.2       43.9       71.4       68.5       39.5       34.6       49.3       46.6
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, August 17, 2021                                                                         
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    43,455:    12,380     25,135     11,231      2,126      7,729      4,145          0        950          0        740         10:    7,010     6,765
Old  :    43,455:    12,380     25,135     11,231      2,126      7,729      4,145          0        950          0        740         10:    7,010     6,765
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :        30:        30         30          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       57.8       25.8        4.9       17.8        9.5        0.0        2.2        0.0        1.7        0.0:     16.1      15.6
Old  :     100.0:      28.5       57.8       25.8        4.9       17.8        9.5        0.0        2.2        0.0        1.7        0.0:     16.1      15.6
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:        13         14          .          4          5          .          0          .          0          .          .:
Old  :        26:        13         14          .          4          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  :                 53.7       47.6       68.7       66.9       43.5       39.3       50.6       48.4
Old  :                 53.7       47.6       68.7       66.9       43.5       39.3       50.6       48.4
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, August 17, 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  :    46,234:    21,015     26,535      5,730        955     10,390      3,250      3,700        324        875          0          0:    4,650     4,330
Old  :    46,234:    21,015     26,535      5,730        955     10,390      3,250      3,700        324        875          0          0:    4,650     4,330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -540:         0         60         60          0       -300          0          0          0          0          0          0:     -300      -300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.5       57.4       12.4        2.1       22.5        7.0        8.0        0.7        1.9        0.0        0.0:     10.1       9.4
Old  :     100.0:      45.5       57.4       12.4        2.1       22.5        7.0        8.0        0.7        1.9        0.0        0.0:     10.1       9.4
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  :        26:        13         13          4          .          5          .          .          .          .          0          0:
Old  :        26:        13         13          4          .          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  :                 50.1       47.7       72.7       73.1       28.2       30.1       38.5       42.5
Old  :                 50.1       47.7       72.7       73.1       28.2       30.1       38.5       42.5
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, August 17, 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  :    47,643:    14,664     27,675      1,115      1,244      8,635     16,045      3,825         24        875          0          0:    6,285     6,240
Old  :    47,643:    14,664     27,675      1,115      1,244      8,635     16,045      3,825         24        875          0          0:    6,285     6,240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :      -300:        10         60          0        -50       -210          0          0          0          0          0          0:     -100      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.8       58.1        2.3        2.6       18.1       33.7        8.0        0.1        1.8        0.0        0.0:     13.2      13.1
Old  :     100.0:      30.8       58.1        2.3        2.6       18.1       33.7        8.0        0.1        1.8        0.0        0.0:     13.2      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         13          .          .          4          .          .          .          .          0          0:
Old  :        24:        12         13          .          .          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  :                 62.1       52.4       76.1       73.7       44.8       39.1       48.4       46.3
Old  :                 62.1       52.4       76.1       73.7       44.8       39.1       48.4       46.3
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, August 17, 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  :   227,690:   121,874    131,539      5,316     16,054     30,941     20,640          0      3,040        190        407      1,303:   44,386    44,406
Old  :   227,690:   121,874    131,539      5,316     16,054     30,941     20,640          0      3,040        190        407      1,303:   44,386    44,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :    -1,952:    -1,461     -1,384        -50     -1,152        205     -1,200          0        600       -100          0          0:       54      -220
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       57.8        2.3        7.1       13.6        9.1        0.0        1.3        0.1        0.2        0.6:     19.5      19.5
Old  :     100.0:      53.5       57.8        2.3        7.1       13.6        9.1        0.0        1.3        0.1        0.2        0.6:     19.5      19.5
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  :        44:        28         26          .          .          6          4          0          .          .          .          .:
Old  :        44:        28         26          .          .          6          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  :                 32.0       41.2       50.9       62.5       24.1       30.1       31.4       37.4
Old  :                 32.0       41.2       50.9       62.5       24.1       30.1       31.4       37.4
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, August 17, 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  :   184,207:   101,121    104,482      6,454     13,146     21,591      9,740          0      9,170      1,240        642        925:   33,966    34,251
Old  :   184,207:   101,121    104,482      6,454     13,146     21,591      9,740          0      9,170      1,240        642        925:   33,966    34,251
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 10, 2021                                                                  :
     :     2,220:       522       -525        -75      1,032      1,569        100          0       -100        -25          0          0:      229       244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       56.7        3.5        7.1       11.7        5.3        0.0        5.0        0.7        0.3        0.5:     18.4      18.6
Old  :     100.0:      54.9       56.7        3.5        7.1       11.7        5.3        0.0        5.0        0.7        0.3        0.5:     18.4      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  :        42:        26         24          4          .          4          4          0          .          .          .          .:
Old  :        42:        26         24          4          .          4          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  :                 38.6       42.0       58.6       65.7       24.9       33.2       35.8       43.4
Old  :                 38.6       42.0       58.6       65.7       24.9       33.2       35.8       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 20, 2021