Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    20,004                :
: Positions                                                                                                    :
:   14,628    11,689       752     1,139     1,125       765         0         1        90     3,455     2,179 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      685       738       -37        26        51        30         0         0        12       134       278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      58.4       3.8       5.7       5.6       3.8       0.0       0.0       0.4      17.3      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         4         .         0         .         .         6         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    30,807                :
: Positions                                                                                                    :
:   17,223    27,094     5,758       100     1,506         0       419       101     4,570         6     1,551 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       34       150      -196         0        50         0         0         0       327         3      -185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      87.9      18.7       0.3       4.9       0.0       1.4       0.3      14.8       0.0       5.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        20         .         .         .         0         .         .         6         .         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    28,295                :
: Positions                                                                                                    :
:   20,850    24,093     1,043       509     2,462       422         0       153     2,537       375       658 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      140       -28       -50         0        50         0         0         0       -88        30         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      85.1       3.7       1.8       8.7       1.5       0.0       0.5       9.0       1.3       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       19        16         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   147,483                :
: Positions                                                                                                    :
:   96,673   105,000     2,670    14,840    23,327    17,974         0       140     4,797     2,734     1,142 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      947    -1,036      -935     1,613       518     1,161         0        40      -493       -35       330 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      71.2       1.8      10.1      15.8      12.2       0.0       0.1       3.3       1.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       27        31         .         6         7         9         0         .         6         4         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    60,886                :
: Positions                                                                                                    :
:   48,877    41,628     1,931    12,593     2,364     3,672         0       570     1,742     1,960     1,680 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    1,301       503       248       844         0       -84         0        84      -137       -19       191 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      68.4       3.2      20.7       3.9       6.0       0.0       0.9       2.9       3.2       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        17         .         .         .         4         0         .         4         4         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    37,871                :
: Positions                                                                                                    :
:   32,763    28,245     1,323     6,506     1,475         0         0         0     1,500       805       805 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       -5       780       -50      -585       680         0         0         0       275        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      74.6       3.5      17.2       3.9       0.0       0.0       0.0       4.0       2.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        14         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    47,068                :
: Positions                                                                                                    :
:   24,777    18,492     4,624    15,923     6,222    10,440         0         0         0     5,442       675 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      300       390        90    -1,230       810    -1,200         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      39.3       9.8      33.8      13.2      22.2       0.0       0.0       0.0      11.6       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        18         5         4         7         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    57,396                :
: Positions                                                                                                    :
:   35,145    23,888     2,456    20,106     7,240     9,494         0       655       328     4,253     1,132 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       68        49        60        93      -370        48         0        10        32        36       -14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      41.6       4.3      35.0      12.6      16.5       0.0       1.1       0.6       7.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        22         .         5         7         8         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    69,926                :
: Positions                                                                                                    :
:   40,807    29,110    25,472    33,148     1,059        50         0         0       816     5,280     1,326 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        5         0         0         0         0         0         0         0        -5         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      41.6      36.4      47.4       1.5       0.1       0.0       0.0       1.2       7.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        14         5         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    90,027                :
: Positions                                                                                                    :
:   56,593    31,669    29,407    49,681     1,127        60       100         0       991     5,972     1,468 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       69        31         0        50         0         0         0         0        -5       -17        13 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      35.2      32.7      55.2       1.3       0.1       0.1       0.0       1.1       6.6       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        15         5         4         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    28,976                :
: Positions                                                                                                    :
:   18,524    26,364     8,393         0     1,978         0         0         0         0         2        66 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      91.0      29.0       0.0       6.8       0.0       0.0       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         5         0         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    28,641                :
: Positions                                                                                                    :
:   23,783    13,380       740    11,561     3,400         0       300         0       500         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      598       600         0         0      -575         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      46.7       2.6      40.4      11.9       0.0       1.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         .         .         5         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                   :
CFTC Code #06439N                                                    Open Interest is    28,984                :
: Positions                                                                                                    :
:   20,587    24,192     5,660     1,317     2,685         0         0         0         0       740        50 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       25        25       600         0         0         0         0         0         0       570        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      83.5      19.5       4.5       9.3       0.0       0.0       0.0       0.0       2.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         5         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mw per Peak Hour                                      :
CFTC Code #06439R                                                    Open Interest is   124,045                :
: Positions                                                                                                    :
:   75,666    60,753     9,236    27,394    20,470    11,501       950       730     2,067     9,708     3,649 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:     -631    -1,626       -21      -585       365        86        28        22      -158     1,342         4 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      49.0       7.4      22.1      16.5       9.3       0.8       0.6       1.7       7.8       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       40        33         .         5         5         6         .         .         8         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                  :
CFTC Code #06439S                                                    Open Interest is    27,321                :
: Positions                                                                                                    :
:   13,631    18,107    10,044     6,180     2,434         0       600         0       300         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      120         0      -240         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      66.3      36.8      22.6       8.9       0.0       2.2       0.0       1.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         4         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439U                                                    Open Interest is    25,416                :
: Positions                                                                                                    :
:   13,256    16,157     9,769     7,480     1,179         0       600         0       300         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      120         0      -240         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      63.6      38.4      29.4       4.6       0.0       2.4       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         4         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV   1 Mwh per peak hour                                        :
CFTC Code #06439V                                                    Open Interest is    40,168                :
: Positions                                                                                                    :
:   15,918    23,267    19,280     2,123     4,890        50     8,338         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      57.9      48.0       5.3      12.2       0.1      20.8       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         .         4         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV   1 MWh per Off-Peak Hour                                 :
CFTC Code #06439W                                                    Open Interest is    35,183                :
: Positions                                                                                                    :
:   14,969    21,748    14,772     1,285     5,412         0     5,188         0         0     1,550         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.5      61.8      42.0       3.7      15.4       0.0      14.7       0.0       0.0       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        12         .         .         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 Mwh per Off-Peak Hour                              :
CFTC Code #0643A8                                                    Open Interest is    71,536                :
: Positions                                                                                                    :
:   49,569    36,402        12    18,671    11,956     5,813         0         0     2,140     2,095     1,460 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      -65      -245         0       -90         0         0         0         0       150       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      50.9       0.0      26.1      16.7       8.1       0.0       0.0       3.0       2.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        18         .         5         5         .         0         0         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    33,745                :
: Positions                                                                                                    :
:   23,077    31,665     8,881         0     1,494         0         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      355       355         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      93.8      26.3       0.0       4.4       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         5         0         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    46,268                :
: Positions                                                                                                    :
:   36,654    30,315     1,283     9,548     5,937     1,848       300         0         0       158         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      710       340         0       445      -625         5         0         0         0        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      65.5       2.8      20.6      12.8       4.0       0.6       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         .         5         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    51,008                :
: Positions                                                                                                    :
:   33,937    45,179    11,888     3,669     1,720         0        70         0     2,764         0        10 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:     -120       300       300         0         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      88.6      23.3       7.2       3.4       0.0       0.1       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        14         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    57,584                :
: Positions                                                                                                    :
:   38,853    46,077    11,927     8,564     2,420         0       155         0     3,750         0       143 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       -9       245         0        60       -10         0       -35         0       294         0        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      80.0      20.7      14.9       4.2       0.0       0.3       0.0       6.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        12         4         4         5         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    87,718                :
: Positions                                                                                                    :
:   66,813    79,153    15,940     4,894     1,255        35       227        30     1,350       512     1,562 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    1,296     1,186       265        60        -6         0         0         0      -320       -15       192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      90.2      18.2       5.6       1.4       0.0       0.3       0.0       1.5       0.6       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       17        24         7         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   112,719                :
: Positions                                                                                                    :
:   88,213   100,287    17,558     7,346     1,555       615       523       353     2,461     1,008     1,399 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    2,173     1,458       448       831      -200      -139      -250       220      -403       240        49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      89.0      15.6       6.5       1.4       0.5       0.5       0.3       2.2       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       20        28         7         .         4         4         4         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    63,097                :
: Positions                                                                                                    :
:   46,139    55,780    12,351         0     2,536         0     1,159        60     1,301     2,791       655 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      394     1,169     1,127         0      -185         0         0         0      -275        77       135 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      88.4      19.6       0.0       4.0       0.0       1.8       0.1       2.1       4.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        10         4         0         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    51,750                :
: Positions                                                                                                    :
:   35,744    47,086    14,231       679       840       150         0         0        75     2,435       710 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      450       600       525       375        75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      91.0      27.5       1.3       1.6       0.3       0.0       0.0       0.1       4.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14         8         .         .         .         .         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    44,293                :
: Positions                                                                                                    :
:   25,154    37,024    11,994       150     5,940         0         0         0         0       872       120 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      -95      -520      -305         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      83.6      27.1       0.3      13.4       0.0       0.0       0.0       0.0       2.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        14         5         .         4         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    48,580                :
: Positions                                                                                                    :
:   31,914    40,129    11,558     1,648     3,024       640     2,250         0       884       988       178 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      162       -32       370         0        31       -35         0         0      -192       159        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      82.6      23.8       3.4       6.2       1.3       4.6       0.0       1.8       2.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        16         .         4         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    18,054                :
: Positions                                                                                                    :
:    9,262    14,409     7,416       681       720         0     1,410         0       175       766         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0       -30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      79.8      41.1       3.8       4.0       0.0       7.8       0.0       1.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        9        10         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    16,269                :
: Positions                                                                                                    :
:    8,127    13,459     6,661       940       842         0       300         0        50       680         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0       -30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      82.7      40.9       5.8       5.2       0.0       1.8       0.0       0.3       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         8         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    23,981                :
: Positions                                                                                                    :
:   19,026    16,216     2,686     6,963       182       426        40        40       981         0       142 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      300       240       -60         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      67.6      11.2      29.0       0.8       1.8       0.2       0.2       4.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    15,809                :
: Positions                                                                                                    :
:   12,758    13,558     1,777     1,627        70         0         0         0       488        70        80 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      300       408         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      85.8      11.2      10.3       0.4       0.0       0.0       0.0       3.1       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    37,983                :
: Positions                                                                                                    :
:   23,071    19,002     8,216    11,006     1,827     1,300     4,518        50     2,335       595       735 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      -21       279        40      -270       257         0         0         0       415        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      50.0      21.6      29.0       4.8       3.4      11.9       0.1       6.1       1.6       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        20         .         4         6         .         .         .         4         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    22,060                :
: Positions                                                                                                    :
:   15,734     8,164     2,210     8,788     1,697       400     2,675         0     1,240         0       571 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       25       285       192       -53        13         0         0         0       420         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      37.0      10.0      39.8       7.7       1.8      12.1       0.0       5.6       0.0       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         .         6         .         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    15,976                :
: Positions                                                                                                    :
:    5,398    15,196     8,324         0       333        51         0       281     1,471        25        57 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      130        63       -82         0        70         0         0         0       -33         0         3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      95.1      52.1       0.0       2.1       0.3       0.0       1.8       9.2       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         4         0         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                            :
CFTC Code #0643CC                                                    Open Interest is    19,164                :
: Positions                                                                                                    :
:    5,826    19,164    10,737         0         0         0         0         0     2,295         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.4     100.0      56.0       0.0       0.0       0.0       0.0       0.0      12.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         .         0         0         0         0         0         4         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    13,910                :
: Positions                                                                                                    :
:    3,918     6,635     7,627     5,200     1,695        40         0        40       320       180       100 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       10        60         0         0        10        40       -10       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.2      47.7      54.8      37.4      12.2       0.3       0.0       0.3       2.3       1.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         8         5         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    49,985                :
: Positions                                                                                                    :
:   18,252    43,495    25,305     3,560     2,170       600         0         0     2,420         0       740 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0       100       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      87.0      50.6       7.1       4.3       1.2       0.0       0.0       4.8       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         5         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    53,225                :
: Positions                                                                                                    :
:   19,747    47,120    28,235     3,570     1,725         0        20        80     2,330         0       710 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0       545       535         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      88.5      53.0       6.7       3.2       0.0       0.0       0.2       4.4       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         5         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   113,607                :
: Positions                                                                                                    :
:   81,993    84,755    16,419    12,846    11,154       235       395       885     1,379     1,954     1,210 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       33      -197      -130       440       -69       190        25        -5       100       -55      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      74.6      14.5      11.3       9.8       0.2       0.3       0.8       1.2       1.7       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        25         4         5         6         .         .         4         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   125,871                :
: Positions                                                                                                    :
:   89,835    95,155    15,003     9,182    15,937       249     1,129       851     1,725     1,129     2,064 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       74      -592      -289       332       -64       -50       -94       134       105        85        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      75.6      11.9       7.3      12.7       0.2       0.9       0.7       1.4       0.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       30        28         .         6         6         .         .         4         4         6         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   723,888                :
: Positions                                                                                                    :
:  485,551   513,233     7,671    14,014   107,775    22,870    12,574    38,375    24,985     3,509    34,311 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:   12,594    17,484     2,190    -2,075       918       101       371     2,298      -877      -137     1,832 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      70.9       1.1       1.9      14.9       3.2       1.7       5.3       3.5       0.5       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       44        44         4         5         8        15         6        13        18         4        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    15,650                :
: Positions                                                                                                    :
:    9,370    10,620     1,955     3,745     1,065       960         0         0     1,510         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      67.9      12.5      23.9       6.8       6.1       0.0       0.0       9.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         7         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,170                :
: Positions                                                                                                    :
:    7,545     7,890     1,935     3,105     1,450       260       600         0     1,175         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0        10         0        -5         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      59.9      14.7      23.6      11.0       2.0       4.6       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         8         .         .         4         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV   16 MWh                                               :
CFTC Code #0643IB                                                    Open Interest is    15,495                :
: Positions                                                                                                    :
:   13,715     9,365       100     3,120       415         0       560        50       255     1,300       110 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:     -125      -410       100      -170       -45         0       310        40        30       145       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      60.4       0.6      20.1       2.7       0.0       3.6       0.3       1.6       8.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         .         .         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    30,365                :
: Positions                                                                                                    :
:   23,248    21,271     3,602     2,957     2,695       200         0         0       290     3,155       260 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    2,131     1,262      -460       379       430       200         0         0         5       235        95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      70.1      11.9       9.7       8.9       0.7       0.0       0.0       1.0      10.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        18         .         .         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643IK                                                    Open Interest is    22,820                :
: Positions                                                                                                    :
:   13,225    16,250     3,425     3,840     2,550     2,000         0         0     1,200         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      800       800      -200         0         0       200         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      71.2      15.0      16.8      11.2       8.8       0.0       0.0       5.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        14         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    86,982                :
: Positions                                                                                                    :
:   64,858    57,059    11,470    17,214     1,509         0     4,491       300     2,475         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    1,735     1,070       345     1,010      -200         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      65.6      13.2      19.8       1.7       0.0       5.2       0.3       2.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         .         4         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    67,474                :
: Positions                                                                                                    :
:   49,149    38,468     8,545    17,746     1,359         0     3,646        60     2,190         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    1,567       802       345     1,110       -40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      57.0      12.7      26.3       2.0       0.0       5.4       0.1       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         .         4         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CTQ                                                    Open Interest is    14,763                :
: Positions                                                                                                    :
:   10,610     6,460        80     7,303       462     2,840         0       150         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      43.8       0.5      49.5       3.1      19.2       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    38,473                :
: Positions                                                                                                    :
:   21,527    16,078     7,293    12,346       492     4,360     4,064     1,260        22       594       540 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      190        50      -260      -120        13         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      41.8      19.0      32.1       1.3      11.3      10.6       3.3       0.1       1.5       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    27,076                :
: Positions                                                                                                    :
:   15,469    10,398     7,791     6,120       504       250     6,050       720         6       728       330 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:     -100       -90      -110      -120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      38.4      28.8      22.6       1.9       0.9      22.3       2.7       0.0       2.7       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        11         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    21,817                :
: Positions                                                                                                    :
:   14,604     9,132     3,162     3,088       987         0     5,826         0       110         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.9      41.9      14.5      14.2       4.5       0.0      26.7       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    20,296                :
: Positions                                                                                                    :
:   11,560     6,651     6,375     1,500       200         0     9,850       400         0        35        75 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      660       660         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      32.8      31.4       7.4       1.0       0.0      48.5       2.0       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        12         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    97,665                :
: Positions                                                                                                    :
:   25,325    41,169    39,156    38,635     3,625    16,240     1,200         0       467         0       620 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        5         0         0         5         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.9      42.2      40.1      39.6       3.7      16.6       1.2       0.0       0.5       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    95,368                :
: Positions                                                                                                    :
:   24,850    40,994    31,547    35,355     3,700    16,590     1,200         0     4,918       250       396 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      43.0      33.1      37.1       3.9      17.4       1.3       0.0       5.2       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    28,141                :
: Positions                                                                                                    :
:   20,982     7,221       105       906     2,190         0    11,360       100       970     2,795         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0       510       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      25.7       0.4       3.2       7.8       0.0      40.4       0.4       3.4       9.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         .         .         0         4         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    27,841                :
: Positions                                                                                                    :
:   20,832     7,261       155       966     2,115         0    11,310       100       970     2,645         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0       510       100         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      26.1       0.6       3.5       7.6       0.0      40.6       0.4       3.5       9.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         .         .         0         4         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    52,297                :
: Positions                                                                                                    :
:   15,943    41,123    19,620     8,690        60     9,530         0         0     4,665         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.5      78.6      37.5      16.6       0.1      18.2       0.0       0.0       8.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    56,236                :
: Positions                                                                                                    :
:   16,557    41,876    23,919     7,395        80     9,180         0         0     4,355     4,800         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.4      74.5      42.5      13.1       0.1      16.3       0.0       0.0       7.7       8.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    53,180                :
: Positions                                                                                                    :
:   20,050    47,410    16,955     1,370     1,695     2,295       575       150     9,070         0        35 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      640     1,970     1,200         0      -500       150         0       -35       -20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.7      89.2      31.9       2.6       3.2       4.3       1.1       0.3      17.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    48,280                :
: Positions                                                                                                    :
:   17,860    42,285    17,245     1,550     1,680     2,070       575       210     6,340         0       385 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      640     1,840     1,200         0      -100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      87.6      35.7       3.2       3.5       4.3       1.2       0.4      13.1       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    84,185                :
: Positions                                                                                                    :
:   32,385    71,020    18,860     4,290     2,975    20,840       275       940     3,280       210     1,275 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0       -60         0         0         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      84.4      22.4       5.1       3.5      24.8       0.3       1.1       3.9       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    81,295                :
: Positions                                                                                                    :
:   31,915    68,285    18,555     4,290     3,080    20,540       550       940     2,095       210     1,275 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0         0       -60         0        10         0         0         0         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      84.0      22.8       5.3       3.8      25.3       0.7       1.2       2.6       0.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        10         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    60,092                :
: Positions                                                                                                    :
:   34,538    26,060     2,242    21,814        20    13,205     1,015     1,710     1,380     2,615       825 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      250         0         0       250         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      43.4       3.7      36.3       0.0      22.0       1.7       2.8       2.3       4.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18         9         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    52,230                :
: Positions                                                                                                    :
:   30,303    26,125     2,182    15,597        20     9,625     1,015     1,710     1,025       750     1,055 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      250       -20         0       290         0        20         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      50.0       4.2      29.9       0.0      18.4       1.9       3.3       2.0       1.4       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16         8         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   232,179                :
: Positions                                                                                                    :
:  127,759   102,449    42,646     7,907     5,923         0    48,610       415       345    11,824       256 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    2,525     2,155       -25       325       295         0       280       -45         0      -260         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      44.1      18.4       3.4       2.6       0.0      20.9       0.2       0.1       5.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        26         .         .         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   212,210                :
: Positions                                                                                                    :
:  123,070    96,517    29,459     2,747     7,528         0    43,985       570       320     9,640     1,048 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:    2,515     2,175       -25       425       498         0       130       -30         0      -240         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      45.5      13.9       1.3       3.5       0.0      20.7       0.3       0.2       4.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        25         4         .         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    51,764                :
: Positions                                                                                                    :
:   15,303    28,915    13,673     3,936    10,918     4,690         0       990         0     1,045        10 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      300      -300         0       635      -285         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     29.6      55.9      26.4       7.6      21.1       9.1       0.0       1.9       0.0       2.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        13         .         .         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    44,085                :
: Positions                                                                                                    :
:   11,840    25,470    12,381     2,426     7,309     4,230         0     1,140         0       815        10 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:      250      -350       455     1,090    -1,070         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      57.8      28.1       5.5      16.6       9.6       0.0       2.6       0.0       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         4         5         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    48,421                :
: Positions                                                                                                    :
:   21,775    26,995     5,350     1,040    11,390     3,400     3,805       486       990         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       50       150       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.0      55.8      11.0       2.1      23.5       7.0       7.9       1.0       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         4         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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    48,990                :
: Positions                                                                                                    :
:   15,364    28,135     1,400     1,804     8,460    16,070     3,915        36       990         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:        0       100         0      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.4      57.4       2.9       3.7      17.3      32.8       8.0       0.1       2.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 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   237,290                :
: Positions                                                                                                    :
:  127,257   142,809     6,509    14,764    31,905    24,335         0     2,605        36       762     1,457 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:     -919    -1,523       750     1,274    -1,014       100         0       -50         0         0        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      60.2       2.7       6.2      13.4      10.3       0.0       1.1       0.0       0.3       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        26         .         .         6         4         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2021     
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   183,130                :
: Positions                                                                                                    :
:   99,992   107,360     5,169     9,989    20,238    12,315         0     8,970       960       827     1,140 :
:                                                                                                              :
: Changes from:     July 13, 2021                                                                              :
:       50        80       405       175      -235      -200         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      58.6       2.8       5.5      11.1       6.7       0.0       4.9       0.5       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        22         4         .         4         4         0         .         .         4         . :
----------------------------------------------------------------------------------------------------------------



Updated July 23, 2021