Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    14,975                :
: Positions                                                                                                    :
:   11,403     7,888         0     1,754       810         0         0         0       322     1,921     1,655 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      429       172         0       -24        93         0         0         0      -166        40       104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.1      52.7       0.0      11.7       5.4       0.0       0.0       0.0       2.2      12.8      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         0         .         .         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    34,060                :
: Positions                                                                                                    :
:   23,338    27,003     2,271     1,060     3,187       503       300       778     3,083       832       895 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,754       633       152       125       -77       -57         0       -15    -1,346      -260      -185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      79.3       6.7       3.1       9.4       1.5       0.9       2.3       9.1       2.4       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        23         .         .         .         .         .         .         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    33,048                :
: Positions                                                                                                    :
:   28,672    24,041         0     4,527     1,605        40         0       375       865     1,010     1,490 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    3,000       400         0       250        25       -75         0        75    -2,300       -25      -335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.8      72.7       0.0      13.7       4.9       0.1       0.0       1.1       2.6       3.1       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        18         0         .         .         .         0         .         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 1Megawatt for 368 Hours)                       :
CFTC Code #064394                                                    Open Interest is   132,256                :
: Positions                                                                                                    :
:   91,734    99,846     1,255    12,919    12,924    17,349     1,450       633     6,269     2,827     1,396 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       29     2,198      -855    -1,420       329       660        -5         0       725      -215       121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      75.5       0.9       9.8       9.8      13.1       1.1       0.5       4.7       2.1       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       28        34         .         4         5         7         4         .         8         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    58,105                :
: Positions                                                                                                    :
:   44,303    40,571     1,485     9,630     4,226     4,556       195        75       914       791     2,546 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      324       309         0      -433       218       238      -105        24      -447       333       401 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      69.8       2.6      16.6       7.3       7.8       0.3       0.1       1.6       1.4       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        20         .         .         .         .         .         .         5         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    32,381                :
: Positions                                                                                                    :
:   30,501    24,585       645     4,917       564         0       555         0       375     1,479       281 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0       100        75        40         0         0         0         0         0       -50        81 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      75.9       2.0      15.2       1.7       0.0       1.7       0.0       1.2       4.6       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         .         .         0         .         0         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    49,008                :
: Positions                                                                                                    :
:   28,419    17,656     2,118    21,209     3,012    13,646       100        50       420     5,563     1,011 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      471      -553      -760       241        34       -40         0         0         2       -25        23 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      36.0       4.3      43.3       6.1      27.8       0.2       0.1       0.9      11.4       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        18         .         4         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    63,025                :
: Positions                                                                                                    :
:   36,595    21,608     1,582    30,162     3,658    18,027       900        50       519     4,672     1,629 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:     -186      -740      -180       157       233      -150        65         0       -33       -25        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      34.3       2.5      47.9       5.8      28.6       1.4       0.1       0.8       7.4       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         .         5         4         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    63,054                :
: Positions                                                                                                    :
:   43,707    32,932    11,934    22,638     4,071         0        25         0     1,148     1,680     1,708 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      735       795       900      -470       -10         0         0         0      -116     1,194         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      52.2      18.9      35.9       6.5       0.0       0.0       0.0       1.8       2.7       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        21         4         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    83,712                :
: Positions                                                                                                    :
:   58,089    34,587    20,497    43,663     1,314         0        25         0     1,145     1,901     2,151 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,150       710       360      -480         0         0         0         0       -80     1,199         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      41.3      24.5      52.2       1.6       0.0       0.0       0.0       1.4       2.3       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        17         4         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    35,108                :
: Positions                                                                                                    :
:   23,986    30,792     8,704     1,226     2,171         0         0         0         0        25         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,265       935        25       330      -152         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      87.7      24.8       3.5       6.2       0.0       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        10         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    27,728                :
: Positions                                                                                                    :
:   24,787    14,831         0    11,106     1,045         0       600         0     1,560       110         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      681        56         0       605      -900         0         0         0         0        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.4      53.5       0.0      40.1       3.8       0.0       2.2       0.0       5.6       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        15         0         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is   104,845                :
: Positions                                                                                                    :
:   84,334    79,300       200    12,284     6,726     6,421       877       223     3,545     2,257     2,919 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    5,446        33         0     4,009      -556      -522        90        14      -506       152       499 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      75.6       0.2      11.7       6.4       6.1       0.8       0.2       3.4       2.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       38        32         .         .         .         5         5         .         6         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - SOUTH ZONE - ICE FUTURES ENERGY DIV   800 Mwh                                                          :
CFTC Code #06439S                                                    Open Interest is    20,465                :
: Positions                                                                                                    :
:   13,486    18,414     4,711       650       861         0         0         0       375         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      650     2,450     1,500         0       -96         0         0         0       300         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      90.0      23.0       3.2       4.2       0.0       0.0       0.0       1.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439U                                                    Open Interest is    17,552                :
: Positions                                                                                                    :
:   11,247    15,645     4,386       650       657         0         0         0       350         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      89.1      25.0       3.7       3.7       0.0       0.0       0.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    64,423                :
: Positions                                                                                                    :
:   57,643    46,636         0    13,175     1,680     3,058         0         0     1,150     1,720       430 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    4,123       548         0     3,855      -480       690         0         0         0       120       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      72.4       0.0      20.5       2.6       4.7       0.0       0.0       1.8       2.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        17         0         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    39,965                :
: Positions                                                                                                    :
:   30,753    34,960     6,229     1,335     2,849         0         0         0       100        25         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,280       980        25       300       -85         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      87.5      15.6       3.3       7.1       0.0       0.0       0.0       0.3       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         .         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    41,351                :
: Positions                                                                                                    :
:   38,582    25,564         0    11,834     2,106       267     1,495         0         0       296         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,691      -199         0     1,885      -908         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      61.8       0.0      28.6       5.1       0.6       3.6       0.0       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        19         0         .         .         .         4         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    55,308                :
: Positions                                                                                                    :
:   42,623    52,038     7,171       470     2,500         0         0         0     2,131         0        60 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,060     1,360       300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      94.1      13.0       0.8       4.5       0.0       0.0       0.0       3.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         .         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    59,831                :
: Positions                                                                                                    :
:   47,698    52,811     6,238     4,235     2,535         0         0         0     2,730         0        60 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,110     1,660       245        20         0         0         0         0       315         0      -180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      88.3      10.4       7.1       4.2       0.0       0.0       0.0       4.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       18        12         .         4         5         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 368 Hours)                  :
CFTC Code #0643BF                                                    Open Interest is    87,182                :
: Positions                                                                                                    :
:   68,479    78,654    12,042     4,526     1,807         0       171         0     2,681         0     1,807 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,143       638        -5         0         0         0       171         0      -430         0       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      90.2      13.8       5.2       2.1       0.0       0.2       0.0       3.1       0.0       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        20         5         .         .         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   103,669                :
: Positions                                                                                                    :
:   79,810    90,894    13,194     4,457     3,005       469     1,493       120     3,076       145     3,346 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      885      -555       184       -82       -38        13       472       -25    -1,228        22       278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      87.7      12.7       4.3       2.9       0.5       1.4       0.1       3.0       0.1       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       23        27         5         .         4         .         5         .         4         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    57,993                :
: Positions                                                                                                    :
:   38,636    51,233    16,166       650     1,270         0     3,941         0     1,202       125       699 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,758     1,210      -147       252         0         0       317         0        88       -80       315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      88.3      27.9       1.1       2.2       0.0       6.8       0.0       2.1       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         .         .         .         0         .         0         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    44,514                :
: Positions                                                                                                    :
:   29,716    40,345    13,900       646        73         0       225         0       525     2,925       300 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      840    -1,375      -925       415         4         0         0         0       225     1,100       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8      90.6      31.2       1.5       0.2       0.0       0.5       0.0       1.2       6.6       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       12        11         .         .         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    55,164                :
: Positions                                                                                                    :
:   35,167    44,035    10,712       456     8,501         0       470         0       442     1,570       132 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      -12       253       260         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.7      79.8      19.4       0.8      15.4       0.0       0.9       0.0       0.8       2.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        16         5         .         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    64,370                :
: Positions                                                                                                    :
:   44,717    49,321    11,886     4,261     4,602     1,260     3,967        35       151     1,585       120 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       -4     1,152       191    -1,178     1,200       -20       -25         0      -795         0       -13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      76.6      18.5       6.6       7.1       2.0       6.2       0.1       0.2       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        15         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    24,280                :
: Positions                                                                                                    :
:   10,989    19,686    11,574       307       897       290     2,449         0        56       665       160 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       25       -81       -61         0         6       130         0         0         6       190      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      81.1      47.7       1.3       3.7       1.2      10.1       0.0       0.2       2.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    21,758                :
: Positions                                                                                                    :
:    9,862    19,318    10,734       390       727         0       495         0        50       790         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       50         0       -50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.3      88.8      49.3       1.8       3.3       0.0       2.3       0.0       0.2       3.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    26,838                :
: Positions                                                                                                    :
:   21,592    18,415     2,110     5,860       287       436       168       100     1,070       716       665 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      -69       249         0       -18        30         0         0         0       -20      -183        59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.5      68.6       7.9      21.8       1.1       1.6       0.6       0.4       4.0       2.7       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    16,773                :
: Positions                                                                                                    :
:   13,009    14,993     1,906       300        63         0         0         0       816       973       164 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       35       167       152         0         0         0         0         0         0        25         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.6      89.4      11.4       1.8       0.4       0.0       0.0       0.0       4.9       5.8       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    51,771                :
: Positions                                                                                                    :
:   38,616    23,662     6,454    18,021       760     2,545     5,156       180     1,661     2,242     1,419 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      327       241       -30         0        10       -45       128        25        -6      -190         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      45.7      12.5      34.8       1.5       4.9      10.0       0.3       3.2       4.3       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        18         .         .         4         .         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    30,859                :
: Positions                                                                                                    :
:   25,420     9,322     1,672    15,547       924       700     2,820         0       430       626     1,365 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      220        95      -125        60        22         0         0         0        -5       -60        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      30.2       5.4      50.4       3.0       2.3       9.1       0.0       1.4       2.0       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        15         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    16,636                :
: Positions                                                                                                    :
:    4,407    16,097    10,246         0       120         0       217         0     1,748        75       100 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       50      -325      -225         0         0         0       150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.5      96.8      61.6       0.0       0.7       0.0       1.3       0.0      10.5       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                            :
CFTC Code #0643CC                                                    Open Interest is    21,641                :
: Positions                                                                                                    :
:    5,757    21,566    13,034         0         0         0         0         0     2,700         0        75 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      -15        25         0         0         0         0         0         0        40         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.6      99.7      60.2       0.0       0.0       0.0       0.0       0.0      12.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         0         0         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    10,111                :
: Positions                                                                                                    :
:    5,559     6,180     2,108     2,055     1,216        35        50        10       780       400       100 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       25         0       -25         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      61.1      20.8      20.3      12.0       0.3       0.5       0.1       7.7       4.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10         8         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is     9,444                :
: Positions                                                                                                    :
:    5,025     5,425     2,045     2,105     1,259        45        50         0       600       300       205 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       25         0       -25         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      57.4      21.7      22.3      13.3       0.5       0.5       0.0       6.4       3.2       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10         7         .         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    48,944                :
: Positions                                                                                                    :
:   17,425    45,319    26,125       230     1,200         0         0         0     1,815         0     2,185 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0         0        50        50       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      92.6      53.4       0.5       2.5       0.0       0.0       0.0       3.7       0.0       4.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        11         .         .         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    49,329                :
: Positions                                                                                                    :
:   18,110    45,707    25,810       230     1,200        25         0         0     1,820         0     2,160 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0         0        50        50       -50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      92.7      52.3       0.5       2.4       0.1       0.0       0.0       3.7       0.0       4.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        10         .         .         .         .         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   111,129                :
: Positions                                                                                                    :
:   81,839    84,147    21,077    11,367     5,039       101     1,515       880     1,285     7,675       489 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      265       171       105       -75       275         0         0         0       -15       439       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      75.7      19.0      10.2       4.5       0.1       1.4       0.8       1.2       6.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        27         5         .         5         .         .         .         .         7         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   117,617                :
: Positions                                                                                                    :
:   84,596    91,275    21,311     8,359     6,968       585     1,633     1,322     1,698     6,987       991 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      141       601       465       -75       180       -31      -170       170      -225        -6        98 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      77.6      18.1       7.1       5.9       0.5       1.4       1.1       1.4       5.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       33        31         6         .         6         .         .         .         4         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   519,035                :
: Positions                                                                                                    :
:  324,335   358,516    24,016    11,422    79,724    19,989    11,050    25,331    20,451     7,616    24,860 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      256      -234    -1,801      -120     1,117     1,604    -1,121      -149      -274     1,225      -391 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      69.1       4.6       2.2      15.4       3.9       2.1       4.9       3.9       1.5       4.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       42        43         4         4         6        12         9        11        16        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    14,755                :
: Positions                                                                                                    :
:    9,355    11,585       475       870     1,525       800       550       135     1,850         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      78.5       3.2       5.9      10.3       5.4       3.7       0.9      12.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    12,226                :
: Positions                                                                                                    :
:    7,331     8,525       445     1,316     1,525       200       550       160     1,850         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      150       150         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      69.7       3.6      10.8      12.5       1.6       4.5       1.3      15.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9         9         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is     8,704                :
: Positions                                                                                                    :
:    7,047     8,279       480        98       252         0         0         0       860         0        45 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       20        20         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      95.1       5.5       1.1       2.9       0.0       0.0       0.0       9.9       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        17         .         .         .         0         0         0         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    89,485                :
: Positions                                                                                                    :
:   65,480    57,110    11,899    14,191     1,375         0     9,667         0     3,620         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      300       195       -50         0         0         0        25         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      63.8      13.3      15.9       1.5       0.0      10.8       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        16         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    76,638                :
: Positions                                                                                                    :
:   53,964    46,239     9,743    12,570     1,780         0     8,507         0     3,610         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      195       195         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      60.3      12.7      16.4       2.3       0.0      11.1       0.0       4.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        16         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    51,969                :
: Positions                                                                                                    :
:   30,667    17,765     2,748    18,491         0    10,725     8,820     2,495     1,590       924         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      -15         0         0         0         0         0         0         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      34.2       5.3      35.6       0.0      20.6      17.0       4.8       3.1       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        15         .         .         0         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    34,867                :
: Positions                                                                                                    :
:   22,684    12,116     4,671    10,090       145     1,625     6,615     2,725        75       324       336 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.1      34.7      13.4      28.9       0.4       4.7      19.0       7.8       0.2       0.9       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    27,850                :
: Positions                                                                                                    :
:   18,040    10,045     7,185         0       250       500    15,560       350        75         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:     -300         0       300         0      -300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      36.1      25.8       0.0       0.9       1.8      55.9       1.3       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        12         .         0         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    86,644                :
: Positions                                                                                                    :
:   48,884    29,719     6,755    36,785     2,925    12,980     1,235         5        75       885     1,070 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:   -1,720       890     2,670        35         0         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      34.3       7.8      42.5       3.4      15.0       1.4       0.0       0.1       1.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        18         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    83,454                :
: Positions                                                                                                    :
:   45,379    29,784     6,695    32,190     3,335    13,680     1,085        40         0     2,695       315 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:   -1,205     1,440     2,670         0       -70         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      35.7       8.0      38.6       4.0      16.4       1.3       0.0       0.0       3.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        17         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    28,942                :
: Positions                                                                                                    :
:   20,205     5,133     1,608       325       712         0    11,460       975       725     5,880       330 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      17.7       5.6       1.1       2.5       0.0      39.6       3.4       2.5      20.3       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    28,737                :
: Positions                                                                                                    :
:   20,310     5,193     1,048       325     1,124         0    11,460       975       725     5,380       405 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      18.1       3.6       1.1       3.9       0.0      39.9       3.4       2.5      18.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    67,090                :
: Positions                                                                                                    :
:   21,270    55,335    18,550     8,955       130    17,660         0       240     6,995         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,200       300         0     1,200         0       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.7      82.5      27.6      13.3       0.2      26.3       0.0       0.4      10.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    68,030                :
: Positions                                                                                                    :
:   21,310    57,825    20,635     7,740       165    17,660         0       240     6,120         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      85.0      30.3      11.4       0.2      26.0       0.0       0.4       9.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        11         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    51,583                :
: Positions                                                                                                    :
:   20,550    44,668     4,338     1,615     1,985     5,110         0         0    16,085       100       165 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      630        30      -600         0        40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      86.6       8.4       3.1       3.8       9.9       0.0       0.0      31.2       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    44,403                :
: Positions                                                                                                    :
:   19,140    37,523     4,808     1,975     1,340     5,110         0         0    10,360       100       515 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      630        30      -600         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.1      84.5      10.8       4.4       3.0      11.5       0.0       0.0      23.3       0.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    67,175                :
: Positions                                                                                                    :
:   31,365    40,335     4,655         0     4,055     4,655    15,125       175    14,955       700     1,225 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      410     4,210     3,350      -550      -825         0        50         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      60.0       6.9       0.0       6.0       6.9      22.5       0.3      22.3       1.0       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        11         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    62,815                :
: Positions                                                                                                    :
:   29,655    36,790     5,685         0     4,255     4,320    15,125       175    12,675       700     1,225 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      460     4,260     3,900         0    -1,255         0        50         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.2      58.6       9.1       0.0       6.8       6.9      24.1       0.3      20.2       1.1       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        12         .         0         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    55,898                :
: Positions                                                                                                    :
:   29,760    21,855         0    16,645        20    18,395       365     3,540         0     9,310     1,355 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       25         0         0         0         0        50         0       -25         0        75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      39.1       0.0      29.8       0.0      32.9       0.7       6.3       0.0      16.7       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        10         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    47,661                :
: Positions                                                                                                    :
:   25,882    19,265         0    14,222        70    13,825       365     3,565         0     5,975     1,490 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       25         0         0         0         0         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      40.4       0.0      29.8       0.1      29.0       0.8       7.5       0.0      12.5       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20         9         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   182,738                :
: Positions                                                                                                    :
:   98,482    79,382    19,484     1,975     7,434         0    27,545     7,485       900     9,990     3,100 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    2,677       197    -1,510       565     1,381         0       -50       100       200       655       100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      43.4      10.7       1.1       4.1       0.0      15.1       4.1       0.5       5.5       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        25         .         .         .         0         4         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   154,629                :
: Positions                                                                                                    :
:   79,233    67,177    16,496       365     7,018         0    22,005     7,205       900     7,133     4,025 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    4,422     1,907    -2,545       315     1,775         0      -100       100       200       -45       270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      43.4      10.7       0.2       4.5       0.0      14.2       4.7       0.6       4.6       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        26         .         .         .         0         4         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    60,531                :
: Positions                                                                                                    :
:   22,210    33,085    18,176     6,821     7,645       965         0     7,200         0     1,495         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      -35       -75         0        40        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      54.7      30.0      11.3      12.6       1.6       0.0      11.9       0.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    51,375                :
: Positions                                                                                                    :
:   20,365    27,455    11,561     4,716     5,329     1,295         0     7,300         0     1,220         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:     -675      -850         0       125      -125       -50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      53.4      22.5       9.2      10.4       2.5       0.0      14.2       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16        13         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    43,835                :
: Positions                                                                                                    :
:   22,695    21,955       250     3,660     5,585     4,375     3,655     4,725     1,680         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:   -1,200      -100         0    -1,100       200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      50.1       0.6       8.3      12.7      10.0       8.3      10.8       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    52,835                :
: Positions                                                                                                    :
:   17,940    31,750         0     4,180     5,945    19,400     3,155     3,450     1,680         0         0 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:   -1,200         0         0    -1,200       175         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.0      60.1       0.0       7.9      11.3      36.7       6.0       6.5       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        16         0         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   200,750                :
: Positions                                                                                                    :
:  107,733   133,655     6,849     7,938    23,128    30,105       150     4,515       100     3,277       378 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:      411      -318      -825      -445       425         0         0         0         0       350         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      66.6       3.4       4.0      11.5      15.0       0.1       2.2       0.0       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        26         .         .         4         .         .         .         .         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   156,185                :
: Positions                                                                                                    :
:   81,440   104,255     1,587     2,770    21,872    26,245         0     6,025         0     2,534       180 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:       75       310       315      -160       -15         0       -50         0         0       290       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      66.8       1.0       1.8      14.0      16.8       0.0       3.9       0.0       1.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        23         .         .         4         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    30,465                :
: Positions                                                                                                    :
:   22,400    17,380       960     8,695     1,940     2,420       300       100       595         0       255 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,975     1,925       -50         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      57.0       3.2      28.5       6.4       7.9       1.0       0.3       2.0       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 19, 2021  
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    30,090                :
: Positions                                                                                                    :
:   22,765    16,610       290     8,455     2,330     2,420       300       100         0       110       475 :
:                                                                                                              :
: Changes from:     January 12, 2021                                                                           :
:    1,975     1,925       -50         0        50         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      55.2       1.0      28.1       7.7       8.0       1.0       0.3       0.0       0.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 22, 2021