Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    34,373                :
: Positions                                                                                                    :
:   26,260    29,565     2,497         0     2,622     1,331       758       670       760       538       220 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      383       118         0         0        25       -75         0         0         5       175      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.4      86.0       7.3       0.0       7.6       3.9       2.2       1.9       2.2       1.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        24         .         0         .         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    26,813                :
: Positions                                                                                                    :
:   23,731    20,439         0     3,814     1,020        92       495       555       885        50       405 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      600       250         0       425      -105         0      -100        75       -25         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.5      76.2       0.0      14.2       3.8       0.3       1.8       2.1       3.3       0.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        19         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   199,524                :
: Positions                                                                                                    :
:  110,402   150,911     7,386    15,248    27,840    20,416         0       863    28,112     1,687     2,785 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:     -573    -1,398     1,190       -18      -688      -882         0       350      -911       106        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      75.6       3.7       7.6      14.0      10.2       0.0       0.4      14.1       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       27        31         4         4         8         8         0         .         6         6        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    67,709                :
: Positions                                                                                                    :
:   61,076    41,133     2,062     7,736     2,555         0    12,970       359         0     1,547     1,363 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,637     1,531       126       152       281         0     1,582        75         0      -550       349 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      60.7       3.0      11.4       3.8       0.0      19.2       0.5       0.0       2.3       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        21         .         .         .         0         7         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    43,672                :
: Positions                                                                                                    :
:   39,452    32,825       978     1,622     2,245         0     1,071       480         0     5,142       287 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    3,315     2,199       150      -170       -25         0       100        75         0     1,540       -75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      75.2       2.2       3.7       5.1       0.0       2.5       1.1       0.0      11.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       14        17         .         .         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    42,275                :
: Positions                                                                                                    :
:   23,304    16,727     3,151    14,454     4,956    10,140       228         0         0     5,344       188 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:     -246       289        49      -224      -420         0         0         0         0        -4       -39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      39.6       7.5      34.2      11.7      24.0       0.5       0.0       0.0      12.6       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        19         4         4         7         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    50,377                :
: Positions                                                                                                    :
:   36,722    19,586     1,349    20,058     5,294     5,038        76       600       179     3,721       770 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:     -616       725      -105      -453      -324         0         0         0       114      -854       399 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      38.9       2.7      39.8      10.5      10.0       0.2       1.2       0.4       7.4       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        18         .         6         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    67,330                :
: Positions                                                                                                    :
:   38,095    26,777    26,868    32,178       789         0         0         0       419     6,223       799 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      538       250      -263       116         0         0         0         0         0      -210       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      39.8      39.9      47.8       1.2       0.0       0.0       0.0       0.6       9.2       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        18         4         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    85,402                :
: Positions                                                                                                    :
:   50,473    26,747    31,275    49,195     1,238         0        30         0     1,183     7,637       548 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      852      -243      -458       427         0         0         0         0        40       255         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      31.3      36.6      57.6       1.4       0.0       0.0       0.0       1.4       8.9       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        20         4         5         4         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    27,421                :
: Positions                                                                                                    :
:   18,115    26,009     8,297         0       954         0         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       80        25       -60         0        18         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      94.9      30.3       0.0       3.5       0.0       0.0       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         5         0         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    39,182                :
: Positions                                                                                                    :
:   30,875    25,203     3,392     7,768     4,711       100     1,500         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      532        40         5       495      -605         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      64.3       8.7      19.8      12.0       0.3       3.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         5         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                   :
CFTC Code #06439N                                                    Open Interest is    31,853                :
: Positions                                                                                                    :
:   22,348    21,496     4,650     2,762     3,855       250     1,500         0       500     2,230        10 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:     -100       148       900         2         0       250       900         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      67.5      14.6       8.7      12.1       0.8       4.7       0.0       1.6       7.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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 OFF FIX - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #06439Q                                                    Open Interest is    30,587                :
: Positions                                                                                                    :
:   22,377    21,412     3,660     3,865     3,600       200     1,500         0       500         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      70.0      12.0      12.6      11.8       0.7       4.9       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   126,533                :
: Positions                                                                                                    :
:   74,550    78,443    13,610     8,978    22,758     4,616       190     5,482     2,008     7,629     2,911 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,681       158    -3,229       798       475       315    -2,095     1,728      -197      -300       219 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      62.0      10.8       7.1      18.0       3.6       0.2       4.3       1.6       6.0       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       38        32         .         .         5         7         .         4         5         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    34,496                :
: Positions                                                                                                    :
:   29,579    21,004     3,229    11,101       915         0         0         0         0     1,200         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:   -1,444        81     1,645         0      -947         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.7      60.9       9.4      32.2       2.7       0.0       0.0       0.0       0.0       3.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    32,382                :
: Positions                                                                                                    :
:   25,715    20,420     4,754     9,346     1,140         0         0         0         0     1,200         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:   -1,444        81     1,645         0      -757         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      63.1      14.7      28.9       3.5       0.0       0.0       0.0       0.0       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    40,924                :
: Positions                                                                                                    :
:   15,814    24,024    19,405     5,990     5,237         0     4,801       272         0       600         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      169       329     1,260       800       -72         0       450      -167         0      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.6      58.7      47.4      14.6      12.8       0.0      11.7       0.7       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    35,337                :
: Positions                                                                                                    :
:   14,037    23,392    14,492     3,262     5,620       736     2,957       106       150         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       75       595     1,260       800       -56      -400        50        35       150         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      66.2      41.0       9.2      15.9       2.1       8.4       0.3       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        11         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    71,575                :
: Positions                                                                                                    :
:   41,070    45,489     6,610     5,073    17,897     1,500       911       167     3,815     1,325        30 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,113        68    -2,586       419       536       925      -225        60      -160       150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      63.6       9.2       7.1      25.0       2.1       1.3       0.2       5.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        18         .         .         5         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    33,807                :
: Positions                                                                                                    :
:   22,733    32,232     9,521        50     1,111        50         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      141        41      -100         0        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      95.3      28.2       0.1       3.3       0.1       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         5         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    47,987                :
: Positions                                                                                                    :
:   38,511    34,943     3,979     7,814     4,726       475       475         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      640        -4        10       669      -605         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      72.8       8.3      16.3       9.8       1.0       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        13         .         .         5         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    44,851                :
: Positions                                                                                                    :
:   28,176    38,677    12,410     5,107       862       180         0         0     2,668         0        25 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      684       765         0      -140       140         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      86.2      27.7      11.4       1.9       0.4       0.0       0.0       5.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        13         .         5         5         .         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    49,685                :
: Positions                                                                                                    :
:   33,455    38,474    11,191     8,929     1,583         0       352         0     2,933         0       167 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      387       595       185       -25        -5         0         2         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      77.4      22.5      18.0       3.2       0.0       0.7       0.0       5.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        15         4         .         6         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    76,756                :
: Positions                                                                                                    :
:   61,511    66,769    13,352     8,138       601         0        32        24       396       583       510 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      163     1,109     1,089         5        25         0         0         0        -5       163      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.1      87.0      17.4      10.6       0.8       0.0       0.0       0.0       0.5       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         5         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    99,871                :
: Positions                                                                                                    :
:   80,828    86,115    15,188    10,621       580     1,050       642         0       657       707       962 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,421     2,112     1,065      -219       -69        25        47         0      -372       249        67 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      86.2      15.2      10.6       0.6       1.1       0.6       0.0       0.7       0.7       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        26         5         .         .         .         .         0         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    52,346                :
: Positions                                                                                                    :
:   39,704    49,233    10,004       600       530       704       805       344        75       253       562 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      310      -115        95         0       -90      -150       255       218      -152       -22       107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      94.1      19.1       1.1       1.0       1.3       1.5       0.7       0.1       0.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    44,066                :
: Positions                                                                                                    :
:   32,249    42,236    11,111       600       360         0       150         0         0       515       205 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       15       -25       -75         0         0         0         0         0         0       -25       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      95.8      25.2       1.4       0.8       0.0       0.3       0.0       0.0       1.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        13         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    40,341                :
: Positions                                                                                                    :
:   29,103    28,832     4,344     3,762     6,578         0       280         0         0       846         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      545      -100       140       525      -643         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      71.5      10.8       9.3      16.3       0.0       0.7       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         5         .         7         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    42,050                :
: Positions                                                                                                    :
:   29,490    31,325     9,278     5,120     2,198       187     2,414         0       576       503        46 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      139       441        91      -195       191        12         0         0         2         0        -2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      74.5      22.1      12.2       5.2       0.4       5.7       0.0       1.4       1.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        15         6         .         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    12,974                :
: Positions                                                                                                    :
:    7,219    11,039     4,432       591       280         0       780         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0        17         5         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      85.1      34.2       4.6       2.2       0.0       6.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        11         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    23,720                :
: Positions                                                                                                    :
:   19,651    16,159     2,905     6,126        90       205       952         0         3         0        52 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       67       465       385         3         0         0        -5         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      68.1      12.2      25.8       0.4       0.9       4.0       0.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        12         .         4         .         .         4         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    30,155                :
: Positions                                                                                                    :
:   20,958    21,355     6,255     4,723     1,368       102     2,221         0     1,048        54        95 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,069       504       -55       480      -291         0         5         0       -49        -1        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      70.8      20.7      15.7       4.5       0.3       7.4       0.0       3.5       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        17         4         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    23,028                :
: Positions                                                                                                    :
:   15,316    17,717     3,020       790     1,442     2,545     1,707         0       480       848        10 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      613        27      -175       354      -305         0         5         0         0        85         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      76.9      13.1       3.4       6.3      11.1       7.4       0.0       2.1       3.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        12         .         .         5         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    15,319                :
: Positions                                                                                                    :
:    5,795    14,528     7,788         0       672        97         0        48       859         0        36 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       55       204       168         0        30        74         0       -54       -30         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      94.8      50.8       0.0       4.4       0.6       0.0       0.3       5.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         4         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    17,029                :
: Positions                                                                                                    :
:    6,281    17,015     9,957         0         0         0         0         0       753         0        14 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      250       350         0         0         0         0         0         0       100         0       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      99.9      58.5       0.0       0.0       0.0       0.0       0.0       4.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         0         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    14,665                :
: Positions                                                                                                    :
:    3,681    10,260     9,801     3,575       755        60         0         0         0        50         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0       310       180         0      -180         0         0         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.1      70.0      66.8      24.4       5.1       0.4       0.0       0.0       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         5         .         4         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is     8,725                :
: Positions                                                                                                    :
:    2,696     7,080     4,642       500     1,015        60         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0     1,480     1,230       -70      -261         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.9      81.1      53.2       5.7      11.6       0.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        11         6         .         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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 OFF-PEAK FIXED - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D7                                                    Open Interest is    46,392                :
: Positions                                                                                                    :
:   18,450    15,922    22,375    28,175     2,195         0       100         0     3,160         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0        50        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      34.3      48.2      60.7       4.7       0.0       0.2       0.0       6.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        11         5         .         6         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    49,557                :
: Positions                                                                                                    :
:   19,160    15,732    25,245    31,975     1,850         0         0         0     3,090         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0       100        50         0       -15         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.7      31.7      50.9      64.5       3.7       0.0       0.0       0.0       6.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        11         5         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    93,121                :
: Positions                                                                                                    :
:   71,592    66,870    12,607    18,505     5,206       651         0       100     1,381     1,304     1,002 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      925     1,779       422      -375      -500        37         0         0       -25       -65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      71.8      13.5      19.9       5.6       0.7       0.0       0.1       1.5       1.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        24         .         5         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   109,449                :
: Positions                                                                                                    :
:   89,017    75,345     6,561    21,994     8,964       349        60       645     2,470     1,200     1,109 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       -2     1,941         0    -1,805       -38        50       -52        52       104        50       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      68.8       6.0      20.1       8.2       0.3       0.1       0.6       2.3       1.1       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        25         .         7         6         .         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   318,124                :
: Positions                                                                                                    :
:  209,340   218,620     2,470    29,602    30,613    21,992     8,277    12,333    23,174     1,372    16,609 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    3,394       962    -1,962     2,315      -127     2,288       599        49       130       333    -1,702 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      68.7       0.8       9.3       9.6       6.9       2.6       3.9       7.3       0.4       5.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       41        43         4         5         7        13         5        11        14         5        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    11,575                :
: Positions                                                                                                    :
:    6,450     8,560     1,975     2,045       880       710         0         0       515         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      100        40        85       145       -70         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      74.0      17.1      17.7       7.6       6.1       0.0       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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 DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643DM                                                    Open Interest is    10,027                :
: Positions                                                                                                    :
:    5,342     6,912     2,180     1,940     1,085       110         0         0       515         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      100        40       120       180       -75         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      68.9      21.7      19.3      10.8       1.1       0.0       0.0       5.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    37,782                :
: Positions                                                                                                    :
:   31,575    29,977       970     6,375        50     3,592         0       300       665       730         5 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      -85      -240      -105       -55        50       -55         0         0       275       205         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      79.3       2.6      16.9       0.1       9.5       0.0       0.8       1.8       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        18         .         .         .         .         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    37,304                :
: Positions                                                                                                    :
:   24,556    19,285     1,224     1,828     7,001       700     3,140       925     1,820     4,185       920 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      256       627        24        -2       -24         0      -250       200        20       -75        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      51.7       3.3       4.9      18.8       1.9       8.4       2.5       4.9      11.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        18         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    35,401                :
: Positions                                                                                                    :
:   18,240    22,160     7,630     1,696     6,405     1,715     4,715         0     1,400       225         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      190       475        10      -300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      62.6      21.6       4.8      18.1       4.8      13.3       0.0       4.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       21        16         .         .         4         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    87,961                :
: Positions                                                                                                    :
:   60,266    65,367    21,284    16,365     1,306         0       700         0       745         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,581     2,051       295     1,050        55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      74.3      24.2      18.6       1.5       0.0       0.8       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        13         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    70,790                :
: Positions                                                                                                    :
:   47,468    49,409    16,572    15,094     1,161         0         0         0       515         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,452     1,680       245       850       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      69.8      23.4      21.3       1.6       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        13         .         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    28,026                :
: Positions                                                                                                    :
:   12,792    13,624    11,264     8,831       144       460     1,434     1,156         0       348       192 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       27      -328       215       470       -20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      48.6      40.2      31.5       0.5       1.6       5.1       4.1       0.0       1.2       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    20,788                :
: Positions                                                                                                    :
:    9,399    10,632     8,918     3,170       420         0     4,303        60       336       468         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      103      -254       213       470      -420         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      51.1      42.9      15.2       2.0       0.0      20.7       0.3       1.6       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    99,367                :
: Positions                                                                                                    :
:   34,085    45,280    32,735    31,424     3,382    12,010       900         0         0     1,083         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      -85       428       168      -285         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.3      45.6      32.9      31.6       3.4      12.1       0.9       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        15         .         4         5         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   100,723                :
: Positions                                                                                                    :
:   33,941    46,162    23,871    28,568     3,860    11,840       900         0     6,010       424       335 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       57       135       -82      -100       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.7      45.8      23.7      28.4       3.8      11.8       0.9       0.0       6.0       0.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        15         .         4         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    23,015                :
: Positions                                                                                                    :
:   13,605     8,635     3,215       360     1,790         0     7,320       200       445     1,455         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       10         0       -10         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      37.5      14.0       1.6       7.8       0.0      31.8       0.9       1.9       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14         7         4         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    23,015                :
: Positions                                                                                                    :
:   13,605     8,675     3,255       360     1,725         0     7,320       200       445     1,455         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       10         0       -10         0        10         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      37.7      14.1       1.6       7.5       0.0      31.8       0.9       1.9       6.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14         7         4         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    26,556                :
: Positions                                                                                                    :
:   19,235    10,955        80    12,448     1,106     3,050        50         0     1,088         0       750 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      -60       220         0      -280       -34         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      41.3       0.3      46.9       4.2      11.5       0.2       0.0       4.1       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         5         .         4         4         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EJJ                                                    Open Interest is    21,231                :
: Positions                                                                                                    :
:   13,931     9,675       193     8,346     1,718     3,075         0        50       822         0       750 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      -85       215         0      -300       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      45.6       0.9      39.3       8.1      14.5       0.0       0.2       3.9       0.0       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         6         .         .         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    51,169                :
: Positions                                                                                                    :
:   13,790    35,284    28,294    13,215        50     3,460       125         0     3,080         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      150       194       -16         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      69.0      55.3      25.8       0.1       6.8       0.2       0.0       6.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        13         4         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    54,244                :
: Positions                                                                                                    :
:   12,599    34,583    31,914    11,015         0     4,330       125         0     3,080     6,000         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       80       124       -16         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.2      63.8      58.8      20.3       0.0       8.0       0.2       0.0       5.7      11.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         4         .         0         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    56,995                :
: Positions                                                                                                    :
:   20,145    50,230    21,385     1,175     2,425     3,970       500       300     5,820         0       335 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      225       120      -255      -150       235         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.3      88.1      37.5       2.1       4.3       7.0       0.9       0.5      10.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        11         4         .         5         .         .         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    54,435                :
: Positions                                                                                                    :
:   18,180    47,635    21,235       675     2,555     3,840       500       350     5,140       540       280 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      225       120      -255      -150       235         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.4      87.5      39.0       1.2       4.7       7.1       0.9       0.6       9.4       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        11         4         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    60,135                :
: Positions                                                                                                    :
:   24,500    37,400     4,090     8,855     6,980    17,970         0         0       735     1,150     1,175 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      150       -50         0       250        30         0         0         0        50         0       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      62.2       6.8      14.7      11.6      29.9       0.0       0.0       1.2       1.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        13         4         .         5         4         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    59,600                :
: Positions                                                                                                    :
:   24,665    36,775     4,595     9,230     6,855    17,845         0         0       110     1,150     1,225 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      250         0         0       250         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.4      61.7       7.7      15.5      11.5      29.9       0.0       0.0       0.2       1.9       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       17        15         4         .         4         4         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    48,140                :
: Positions                                                                                                    :
:   29,248    25,800     2,962    13,608       559     8,825     2,200       436     1,090       665       925 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,525      -150      -610     2,100       215        25       -25         0         0        15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      53.6       6.2      28.3       1.2      18.3       4.6       0.9       2.3       1.4       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18         8         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    43,175                :
: Positions                                                                                                    :
:   26,772    25,108     2,928     9,664       586     6,550     2,200       436     1,015       475       825 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,785       125      -610     2,100      -410        25       -25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      58.2       6.8      22.4       1.4      15.2       5.1       1.0       2.4       1.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17         9         4         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   221,372                :
: Positions                                                                                                    :
:  120,959   104,068    32,883     9,745    10,547         0    31,972        45     1,737     9,834       998 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,557     5,150     3,261      -187     1,244         0        50         0         0      -195       265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      47.0      14.9       4.4       4.8       0.0      14.4       0.0       0.8       4.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        29         4         .         6         0         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   208,200                :
: Positions                                                                                                    :
:  113,830    98,742    24,882     3,542    16,702         0    29,760       240     2,397     9,105       888 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,230     4,825     3,145      -270     1,115         0        50         0         0      -230       315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      47.4      12.0       1.7       8.0       0.0      14.3       0.1       1.2       4.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        28         .         4         6         0         4         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FJY                                                    Open Interest is    40,910                :
: Positions                                                                                                    :
:   18,170    18,365    16,550       550     1,250     2,625    18,440       600         0         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.4      44.9      40.5       1.3       3.1       6.4      45.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         4         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    49,772                :
: Positions                                                                                                    :
:   15,906    27,954    11,048     2,273    11,246     3,450         0        50         0       300         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      393        27    -1,385    -1,200       278         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.0      56.2      22.2       4.6      22.6       6.9       0.0       0.1       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        16         5         .         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    47,735                :
: Positions                                                                                                    :
:   11,020    28,100    15,225     1,685     9,710     3,520         0       615         0       300         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       75       -25    -1,610    -1,500     1,365         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      58.9      31.9       3.5      20.3       7.4       0.0       1.3       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        9        16         5         .         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    40,583                :
: Positions                                                                                                    :
:   21,005    21,785     6,125     4,105     4,980     2,275     4,275        24       300         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:       40       140        50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      53.7      15.1      10.1      12.3       5.6      10.5       0.1       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14        15         .         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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    44,239                :
: Positions                                                                                                    :
:   16,730    22,444     1,050     4,115     7,055    14,050     5,625         0       300         0         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:      110      -340      -485        15       -15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      50.7       2.4       9.3      15.9      31.8      12.7       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        13         .         4         4         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   261,336                :
: Positions                                                                                                    :
:  147,795   148,214    13,243    28,859    23,405    15,962     1,860     6,630     2,220       407     3,403 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    1,161      -989    -1,505      -355     2,300         0     1,000      -150       225        25      -200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      56.7       5.1      11.0       9.0       6.1       0.7       2.5       0.8       0.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        24         .         4         7         .         .         .         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             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   203,167                :
: Positions                                                                                                    :
:  112,184   122,113     6,275    15,744    19,684     6,975       175    11,441    13,020       632         0 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:    2,275     1,695    -4,556    -2,246     3,461     1,000         0      -422        25         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      60.1       3.1       7.7       9.7       3.4       0.1       5.6       6.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        22         .         4         7         .         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    26,975                :
: Positions                                                                                                    :
:   18,030       510     3,985    21,025     2,195        50       675         0       445         0       105 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.8       1.9      14.8      77.9       8.1       0.2       2.5       0.0       1.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         4         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 25, 2022           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    26,760                :
: Positions                                                                                                    :
:   17,530       515     4,590    20,420     2,195        50       675         0         0       260       300 :
:                                                                                                              :
: Changes from:     January 18, 2022                                                                           :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5       1.9      17.2      76.3       8.2       0.2       2.5       0.0       0.0       1.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         4         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 28, 2022