Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    32,574                :
: Positions                                                                                                    :
:   25,852    29,121     3,408         0     2,015       442       430       347       135       531        75 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      154       219        81         0       -50       -14       117      -187       -60         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      89.4      10.5       0.0       6.2       1.4       1.3       1.1       0.4       1.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        24         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    25,626                :
: Positions                                                                                                    :
:   21,979    18,993        45     3,586     1,946       780       225       211        20        75       365 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -109       200         5       -39         0        75      -230        50        10         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      74.1       0.2      14.0       7.6       3.0       0.9       0.8       0.1       0.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        17         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   209,170                :
: Positions                                                                                                    :
:   82,302   163,694     1,783    15,938    20,294    29,130     1,440     4,113    68,992     1,470     1,669 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      211       997      -179    -1,046       181        70         5       495      -510      -323       350 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      78.3       0.9       7.6       9.7      13.9       0.7       2.0      33.0       0.7       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       26        31         .         8         8         9         .         6         8         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    86,931                :
: Positions                                                                                                    :
:   73,532    57,167     1,000     5,000     6,922     2,570    13,563     1,277        46     1,746     1,155 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      286       364         0       -20       194        35       125         5         0      -148        92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      65.8       1.2       5.8       8.0       3.0      15.6       1.5       0.1       2.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        18         .         .         .         6         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    56,285                :
: Positions                                                                                                    :
:   52,072    45,194         0     2,501     2,590         0     2,118       457       525     2,889       521 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       80       -67         0      -107       140         0       238        87        78        79      -107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.5      80.3       0.0       4.4       4.6       0.0       3.8       0.8       0.9       5.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         0         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    53,279                :
: Positions                                                                                                    :
:   31,222    25,656     6,667    17,165     4,761     9,910         0        50         0     5,279        68 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,051       738       -30       945      -554       270         0         0         0      -304         6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      48.2      12.5      32.2       8.9      18.6       0.0       0.1       0.0       9.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        13         .         5         8         .         0         .         0         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    63,576                :
: Positions                                                                                                    :
:   46,045    27,962     3,205    22,205     7,544     4,788       102       600       232     3,955       952 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,357       707       -81       609        38       -10         0       -10        61      -480       119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.4      44.0       5.0      34.9      11.9       7.5       0.2       0.9       0.4       6.2       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        17         4         4         7         5         .         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    76,537                :
: Positions                                                                                                    :
:   46,792    31,770    26,229    29,312     2,189         0       300        50       685    12,384        42 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,838     1,618         8      -390         0         0         0         0        -3       780         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      41.5      34.3      38.3       2.9       0.0       0.4       0.1       0.9      16.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        19         4         4         4         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    93,667                :
: Positions                                                                                                    :
:   59,021    34,336    30,726    43,322     1,779        51       350         0     1,330    13,693        65 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,800     1,026       -89       -96         0         0         0         0        -1       780         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      36.7      32.8      46.3       1.9       0.1       0.4       0.0       1.4      14.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        19         4         5         5         .         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    25,910                :
: Positions                                                                                                    :
:   15,551    24,463     9,509       100       682       150         0         0         0       425         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      114       131       -50         0         2        87         0       -37         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      94.4      36.7       0.4       2.6       0.6       0.0       0.0       0.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        11         .         .         .         .         0         0         0         4         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    39,949                :
: Positions                                                                                                    :
:   29,654    30,055     2,759     3,015     6,879       542         0         0        50         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      278       461       -65      -198       355        50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      75.2       6.9       7.5      17.2       1.4       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    37,882                :
: Positions                                                                                                    :
:   25,932    20,942     6,713     3,040     4,090     1,038     7,400        50         0     2,345        15 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,661        -6       158      -375       975         0     2,200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      55.3      17.7       8.0      10.8       2.7      19.5       0.1       0.0       6.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         .         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    33,489                :
: Positions                                                                                                    :
:   24,144    19,189     2,778     1,365     5,405     1,038     7,300        50         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,909       222       533      -320       825         0     2,200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      57.3       8.3       4.1      16.1       3.1      21.8       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   147,851                :
: Positions                                                                                                    :
:   91,484    79,488    14,268    34,603    17,139    11,636     2,443     4,264     5,879     7,131     2,450 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      908     3,891     1,029      -216       226     1,530        75      -661       495        20       -71 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      53.8       9.7      23.4      11.6       7.9       1.7       2.9       4.0       4.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       31        32         .         4         5         7         .         5         7         5         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    35,629                :
: Positions                                                                                                    :
:   23,286    18,864     8,045    11,547     3,582         0         0         0         0     1,400         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      288       288       300      -300       300         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      52.9      22.6      32.4      10.1       0.0       0.0       0.0       0.0       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    32,470                :
: Positions                                                                                                    :
:   19,302    18,030     9,420     9,772     3,032         0         0         0         0     1,400         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      288       288       300      -300       300         0         0         0         0       600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.4      55.5      29.0      30.1       9.3       0.0       0.0       0.0       0.0       4.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        12         .         .         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    42,411                :
: Positions                                                                                                    :
:   15,660    26,980    18,052     1,060     7,964         0     6,164         8         0       200         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      63.6      42.6       2.5      18.8       0.0      14.5       0.0       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        12         4         .         4         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    38,012                :
: Positions                                                                                                    :
:   14,358    26,198    14,272       260     8,415         0     2,864       240         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      68.9      37.5       0.7      22.1       0.0       7.5       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    87,380                :
: Positions                                                                                                    :
:   49,616    46,232    15,309    27,690     9,403     7,087     1,458       326     3,668       700       601 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -664     2,803     1,245       578       385     2,200         0         0       580         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      52.9      17.5      31.7      10.8       8.1       1.7       0.4       4.2       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        20         .         .         5         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    34,539                :
: Positions                                                                                                    :
:   22,280    31,941    10,766        75     1,288         0       334        46        50       525         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,075       920         0         0         0         0       135      -100         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      92.5      31.2       0.2       3.7       0.0       1.0       0.1       0.1       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       22        15         5         .         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    58,062                :
: Positions                                                                                                    :
:   43,828    48,040     3,309     2,206     7,660     2,991         0        10         0        79         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      244     1,201       -55    -1,043        18       -41         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      82.7       5.7       3.8      13.2       5.2       0.0       0.0       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        14         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    37,298                :
: Positions                                                                                                    :
:   24,219    32,055     9,049     4,108       930       407         0         0     2,218         0        25 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       54       159       150        50       -15         0         0         0         1         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      85.9      24.3      11.0       2.5       1.1       0.0       0.0       5.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        14         5         .         5         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    40,469                :
: Positions                                                                                                    :
:   26,695    30,859     8,989     6,873     1,807        70       675         0     2,562        50        22 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        9       129        96       -75        50         0        50         0         2         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.0      76.3      22.2      17.0       4.5       0.2       1.7       0.0       6.3       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        15         4         4         6         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    73,530                :
: Positions                                                                                                    :
:   59,573    56,961    10,598    14,811     1,009       320         0         0     1,177         0       359 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       45        86       -30        25         0         0         0         0        81         0       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      77.5      14.4      20.1       1.4       0.4       0.0       0.0       1.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        18         5         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    97,353                :
: Positions                                                                                                    :
:   77,774    75,785    10,765    17,665     1,161     3,596       598     1,467     1,600         0       325 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,468     1,628        87       400       -68       191      -321       397       -59         0        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.9      77.8      11.1      18.1       1.2       3.7       0.6       1.5       1.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        22         4         4         .         .         .         4         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    59,920                :
: Positions                                                                                                    :
:   41,724    51,180    14,815     6,265       645     1,191       533       627       445       550       120 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      105        25        75       105         0         0        75         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      85.4      24.7      10.5       1.1       2.0       0.9       1.0       0.7       0.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        11         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    56,323                :
: Positions                                                                                                    :
:   42,222    50,568    12,975     3,020       560         0       100         0         0     1,690       385 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      -75        50         0         0         0         0         0         0         0      -125       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      89.8      23.0       5.4       1.0       0.0       0.2       0.0       0.0       3.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    44,262                :
: Positions                                                                                                    :
:   29,186    32,070     6,176     4,227     4,604     2,798     1,086     1,252         0       202         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      165     3,929      -165       -30        30     2,798      -982     1,252         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      72.5      14.0       9.5      10.4       6.3       2.5       2.8       0.0       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        13         5         .         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    46,138                :
: Positions                                                                                                    :
:   28,129    31,232    13,030     8,006       921       490     2,097     2,770        50       202         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      388     3,845      -449        87         0         0    -3,944     2,691         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      67.7      28.2      17.4       2.0       1.1       4.5       6.0       0.1       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        19         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    12,214                :
: Positions                                                                                                    :
:    6,783    10,803     3,864       512       319        55       320         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       67       409        43      -300        55        -5         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      88.4      31.6       4.2       2.6       0.5       2.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    22,334                :
: Positions                                                                                                    :
:   18,794    16,402     2,166     4,967       212       566       225         5         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      -78        63       -58       -68       128        27         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      73.4       9.7      22.2       0.9       2.5       1.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         .         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    31,952                :
: Positions                                                                                                    :
:   21,675    22,552     5,547     2,563     2,183       439     3,388       914       735       116         9 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,108       592       -63       107        -8      -315       104       262         0        16       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      70.6      17.4       8.0       6.8       1.4      10.6       2.9       2.3       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       21        19         4         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    22,043                :
: Positions                                                                                                    :
:   13,003    18,553     3,925       773     1,365     2,622       626       208       360       163        36 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      707       564      -124        64        41        38       122       -16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      84.2      17.8       3.5       6.2      11.9       2.8       0.9       1.6       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       17        17         4         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    14,812                :
: Positions                                                                                                    :
:    5,676    14,094     7,098         0       655       560         0        15       767         0        25 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       25        25         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.3      95.2      47.9       0.0       4.4       3.8       0.0       0.1       5.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         4         0         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    14,431                :
: Positions                                                                                                    :
:    5,549    14,412     8,161         0         0         0         0         0       686         0        19 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0       100       100         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      99.9      56.6       0.0       0.0       0.0       0.0       0.0       4.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        9        10         4         0         0         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    14,536                :
: Positions                                                                                                    :
:    6,330    10,022     5,810     2,785     1,704       100         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      400       800       300         0         0       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.5      68.9      40.0      19.2      11.7       0.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         8         .         4         4         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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 DA OFFPK FIXED - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643D1                                                    Open Interest is     9,687                :
: Positions                                                                                                    :
:    4,985     7,535     2,695       634     1,408         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      77.8      27.8       6.5      14.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    47,662                :
: Positions                                                                                                    :
:   19,089    19,332    23,593    26,435     1,895         0         0         0     2,825         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      40.6      49.5      55.5       4.0       0.0       0.0       0.0       5.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         5         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    51,187                :
: Positions                                                                                                    :
:   19,729    19,482    26,753    29,995     1,710         0         0         0     2,775         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.5      38.1      52.3      58.6       3.3       0.0       0.0       0.0       5.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14         9         5         .         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    92,001                :
: Positions                                                                                                    :
:   64,643    63,662    15,964    24,870     2,003       661       250       152     8,185       479         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      800       -10       339     1,195       -30        75         0        20       -26       -25       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      69.2      17.4      27.0       2.2       0.7       0.3       0.2       8.9       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        28         4         5         6         4         .         .         4         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   106,372                :
: Positions                                                                                                    :
:   77,532    64,730    15,533    35,246     2,257       465     1,255       228    10,020     2,039        72 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,900       874       835     1,236       100      -163       519      -110        74         4         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.9      60.9      14.6      33.1       2.1       0.4       1.2       0.2       9.4       1.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       30        30         .         7         7         4         4         6         .         6         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   302,707                :
: Positions                                                                                                    :
:  140,380   210,225     7,268    11,627    43,294    23,450    10,653    17,871    61,340       538     8,054 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:   -2,134      -229       456      -442      -108       526       236    -1,418       714       101    -1,159 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      69.4       2.4       3.8      14.3       7.7       3.5       5.9      20.3       0.2       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       38        39         4         4         8         9        10        12        16         5        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    18,809                :
: Positions                                                                                                    :
:   12,200     9,827     1,958     7,715       467       285       450        40     3,192       300         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      360       180       -75       275        28       -50      -200         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      52.2      10.4      41.0       2.5       1.5       2.4       0.2      17.0       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        11         .         .         4         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    16,281                :
: Positions                                                                                                    :
:   10,759     8,754     1,950     6,633       404         0       415        55     2,576         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      360        30         0       350       -56         0         0        40         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      53.8      12.0      40.7       2.5       0.0       2.5       0.3      15.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    40,285                :
: Positions                                                                                                    :
:   35,055    32,265       590     5,525       570     3,100       480        35       415     1,055        10 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    2,090       790      -810      -225        65         0      -155        35      -245       915         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      80.1       1.5      13.7       1.4       7.7       1.2       0.1       1.0       2.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        24         .         .         .         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    54,871                :
: Positions                                                                                                    :
:   37,764    33,796     6,427     3,785     5,150       750     3,340     2,325     1,575     5,575       790 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      397       427       200       -20        18       -50        65        50       -15        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      61.6      11.7       6.9       9.4       1.4       6.1       4.2       2.9      10.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        21         .         .         4         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    39,945                :
: Positions                                                                                                    :
:   22,345    20,595     8,635     1,410     7,575       900     8,215       100       200     1,170       150 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       15       425       600         0         0         0         0         0         0       190        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      51.6      21.6       3.5      19.0       2.3      20.6       0.3       0.5       2.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        17         4         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064AAA                                                    Open Interest is    91,287                :
: Positions                                                                                                    :
:   60,773    63,193    23,045    21,290     1,231       635       240       450       350         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      119       119      -300      -300       100         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      69.2      25.2      23.3       1.3       0.7       0.3       0.5       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         .         4         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_HB_mo_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064AAB                                                    Open Interest is    74,119                :
: Positions                                                                                                    :
:   48,960    46,954    18,528    20,764       973         0       200         0       450         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:       36        29      -300      -300         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.1      63.3      25.0      28.0       1.3       0.0       0.3       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         4         4         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    27,636                :
: Positions                                                                                                    :
:   14,102    15,326     7,715     7,174       516     1,561       180     2,088         0       218       160 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,586       -64    -1,650         0       178         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      55.5      27.9      26.0       1.9       5.6       0.7       7.6       0.0       0.8       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    19,328                :
: Positions                                                                                                    :
:    9,066    10,569     5,981     3,125       815       820     1,970       330       224       348         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,018      -682    -1,700         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      54.7      30.9      16.2       4.2       4.2      10.2       1.7       1.2       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        12         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.N.Y.C._month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CZS                                                    Open Interest is    15,356                :
: Positions                                                                                                    :
:   12,763     5,670       870     4,091       426         0     3,856         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      -50       -50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      36.9       5.7      26.6       2.8       0.0      25.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         .         .         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064DLW                                                    Open Interest is    98,619                :
: Positions                                                                                                    :
:   36,460    41,431    39,146    34,736     4,014     2,055       650     1,350       570     1,614         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      640       535         0       225         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      42.0      39.7      35.2       4.1       2.1       0.7       1.4       0.6       1.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         4         5         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064DLX                                                    Open Interest is    94,066                :
: Positions                                                                                                    :
:   35,899    40,230    30,597    31,411     3,879     2,200       305     1,550     3,585       969        96 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,035       620       -85       200         0         0         0         0      -250         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.2      42.8      32.5      33.4       4.1       2.3       0.3       1.6       3.8       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        16         .         4         5         .         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    29,056                :
: Positions                                                                                                    :
:   15,781    12,675     5,729       360       881         0     8,335       200        80       540         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      360       355        30         0        -5         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      43.6      19.7       1.2       3.0       0.0      28.7       0.7       0.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20         9         4         .         4         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    29,076                :
: Positions                                                                                                    :
:   15,821    12,690     5,709       360       861         0     8,335       200        75       540         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      360       355        30         0        -5         0        25         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      43.6      19.6       1.2       3.0       0.0      28.7       0.7       0.3       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20         9         4         .         4         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    31,670                :
: Positions                                                                                                    :
:   20,230    15,090     1,105    10,450     1,840         0       670       290     4,830         0       155 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      300        95         0       255       -25         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      47.6       3.5      33.0       5.8       0.0       2.1       0.9      15.3       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         5         .         4         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    26,663                :
: Positions                                                                                                    :
:   15,448    14,305     1,392     5,773     3,591        25       670       290     3,823         0       155 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      300        95      -352       -97       327         0         0         0        50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      53.7       5.2      21.7      13.5       0.1       2.5       1.1      14.3       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         6         .         4         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.METED_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EOW                                                    Open Interest is     9,245                :
: Positions                                                                                                    :
:    4,880     1,550       405     5,005       605       840        25        25       600       175         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      16.8       4.4      54.1       6.5       9.1       0.3       0.3       6.5       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         5         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.METED_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EOX                                                    Open Interest is     9,185                :
: Positions                                                                                                    :
:    4,605     1,470       385     4,930       680       840        25        25       600       175         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      16.0       4.2      53.7       7.4       9.1       0.3       0.3       6.5       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         5         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064ERM                                                    Open Interest is    46,646                :
: Positions                                                                                                    :
:   11,529    30,316    25,387    13,565       220     4,910        25         0     1,880         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -360        90       410       -40         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.7      65.0      54.4      29.1       0.5      10.5       0.1       0.0       4.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        13         4         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064ERN                                                    Open Interest is    50,217                :
: Positions                                                                                                    :
:    9,177    31,524    29,262    12,115       320     6,620       370        55     1,880     3,005         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -417       183       350         0         0         0         0         0         0      -250         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.3      62.8      58.3      24.1       0.6      13.2       0.7       0.1       3.7       6.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        14         4         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    68,990                :
: Positions                                                                                                    :
:   23,925    53,305    33,925     7,690     2,155       815       550     1,356     3,785     1,445       125 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -475       120       555         0         0         0         0         0        40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.7      77.3      49.2      11.1       3.1       1.2       0.8       2.0       5.5       2.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    65,820                :
: Positions                                                                                                    :
:   21,580    50,615    33,405     7,265     2,200       815       550     1,356     3,615     1,405       240 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:     -475       100       535         0         0         0         0         0        40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.8      76.9      50.8      11.0       3.3       1.2       0.8       2.1       5.5       2.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    21,576                :
: Positions                                                                                                    :
:   16,891     4,935       669    10,660       769         0     2,140         0         0       540        25 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      -25       -25        25        25         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      22.9       3.1      49.4       3.6       0.0       9.9       0.0       0.0       2.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13         9         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    19,949                :
: Positions                                                                                                    :
:   16,463     3,630       150    11,358       657         0     2,140         0         0       190        85 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      -25       -25         0         0         6         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      18.2       0.8      56.9       3.3       0.0      10.7       0.0       0.0       1.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        10         .         .         .         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    49,693                :
: Positions                                                                                                    :
:   21,570    22,465     4,079    14,105     6,036     9,815         0       147     1,781     1,090       690 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0       -95       -50       195      -115       150         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.4      45.2       8.2      28.4      12.1      19.8       0.0       0.3       3.6       2.2       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        13         .         4         6         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    47,952                :
: Positions                                                                                                    :
:   22,010    19,635     3,160    15,630     6,215     9,640         0       147     1,705     1,275       555 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0        25       -50       -75         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.9      40.9       6.6      32.6      13.0      20.1       0.0       0.3       3.6       2.7       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        14         .         4         5         4         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    58,073                :
: Positions                                                                                                    :
:   34,211    32,345     1,315    12,705     3,299     3,452       560     1,232     6,905       685       205 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    1,040       -60      -350     1,105       435       125         0      -125         0       -50        40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      55.7       2.3      21.9       5.7       5.9       1.0       2.1      11.9       1.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16         9         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    51,302                :
: Positions                                                                                                    :
:   31,446    29,878     1,835    10,315     2,545     2,615       560     1,169     5,382       955       105 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      955        30         0     1,205        85       100         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      58.2       3.6      20.1       5.0       5.1       1.1       2.3      10.5       1.9       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        10         .         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   242,355                :
: Positions                                                                                                    :
:  126,519   124,893    40,577    20,261    12,012     2,494     9,787     2,108     3,985    18,694        30 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    2,085     3,685       120    -1,345     1,372         0       125      -120       -50      -310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      51.5      16.7       8.4       5.0       1.0       4.0       0.9       1.6       7.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        27         .         4         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   230,410                :
: Positions                                                                                                    :
:  118,903   118,127    32,154    11,587    18,170       332     9,260     3,989     3,615    16,113        30 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    2,305     3,610      -105    -1,000       902        50       -50         0         0      -310         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      51.3      14.0       5.0       7.9       0.1       4.0       1.7       1.6       7.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        27         .         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    37,664                :
: Positions                                                                                                    :
:   14,925    25,325     8,470       200     1,930     2,130         0     7,444         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      67.2      22.5       0.5       5.1       5.7       0.0      19.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        10         4         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKA                                                    Open Interest is    51,431                :
: Positions                                                                                                    :
:   23,525    23,835    10,682     6,805     6,578         0     2,757       926         0       300        70 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    3,237       375    -1,190     1,560       413         0        -8         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      46.3      20.8      13.2      12.8       0.0       5.4       1.8       0.0       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        15         4         .         6         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKB                                                    Open Interest is    50,936                :
: Positions                                                                                                    :
:   19,237    24,885     9,640     2,694    10,005     1,000     1,523       797         0       205        70 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:    3,192       655    -1,050     1,169       598         0       198       -65         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      48.9      18.9       5.3      19.6       2.0       3.0       1.6       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        16         4         .         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKC                                                    Open Interest is    44,850                :
: Positions                                                                                                    :
:   18,890    29,020    10,980     1,515     4,820     4,275     4,100       425       200         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      695       365      -280         0       230       -50         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.1      64.7      24.5       3.4      10.7       9.5       9.1       0.9       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        17         4         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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_mo_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKD                                                    Open Interest is    47,300                :
: Positions                                                                                                    :
:   19,241    25,685     7,065       550     5,705     5,874     5,725     3,490       200         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      650       200      -450         0      -460         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.7      54.3      14.9       1.2      12.1      12.4      12.1       7.4       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         4         .         5         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   237,839                :
: Positions                                                                                                    :
:  121,042   134,260    13,367    18,883    20,958     4,145     3,708     8,157    18,597       300     1,550 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:   -4,432    -2,314     1,671       170      -306       175       -42         0       400         0      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      56.4       5.6       7.9       8.8       1.7       1.6       3.4       7.8       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        26         4         4         7         .         .         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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   189,872                :
: Positions                                                                                                    :
:   81,909   118,803    14,797     4,990    17,368     2,660     4,465     9,182    29,335       568         0 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:   -2,729      -604      -487    -2,414     1,475         0      -198        91         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.1      62.6       7.8       2.6       9.1       1.4       2.4       4.8      15.4       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        25         4         .         7         .         .         4         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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.HB_NORTH_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                            :
CFTC Code #064FOK                                                    Open Interest is    84,708                :
: Positions                                                                                                    :
:   30,325    46,640    15,115    16,835     6,050    16,335        50       245     2,700       950        50 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:      135        -5      -300       150       250       310         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.8      55.1      17.8      19.9       7.1      19.3       0.1       0.3       3.2       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         7         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 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    26,832                :
: Positions                                                                                                    :
:   16,727     2,795     2,580    18,392     2,590         0       115         0     2,185         0       105 :
:                                                                                                              :
: Changes from:     May 24, 2022                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.3      10.4       9.6      68.5       9.7       0.0       0.4       0.0       8.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         5         .         .         .         0         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------



Updated June 03, 2022