COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-024656
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 1,000 METRIC TONS)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    20,219:    14,055     10,635        917        134      1,051        412      1,215        291        424      4,085      2,172:      897       636
Old  :    20,219:    14,055     10,635        917        134      1,051        412      1,215        291        424      4,085      2,172:      897       636
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       111:       186         78       -119          0        -32          0          0          0          9         -2         55:       12        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.5       52.6        4.5        0.7        5.2        2.0        6.0        1.4        2.1       20.2       10.7:      4.4       3.1
Old  :     100.0:      69.5       52.6        4.5        0.7        5.2        2.0        6.0        1.4        2.1       20.2       10.7:      4.4       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         10          .          .          4          .          .          .          .          5          5:
Old  :        27:        12         10          .          .          4          .          .          .          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.0       45.4       68.1       71.6       25.6       26.1       33.8       36.6
Old  :                 44.0       45.4       68.1       71.6       25.6       26.1       33.8       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-064363
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 800 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :     8,588:     4,455      4,971        679      1,795      1,191      1,837        196         44        211        220          0:      171       171
Old  :     8,588:     4,455      4,971        679      1,795      1,191      1,837        196         44        211        220          0:      171       171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,522:    -1,066       -490        -44       -710        120       -264        -24          0       -246       -374          0:      -22       -44
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.9       57.9        7.9       20.9       13.9       21.4        2.3        0.5        2.5        2.6        0.0:      2.0       2.0
Old  :     100.0:      51.9       57.9        7.9       20.9       13.9       21.4        2.3        0.5        2.5        2.6        0.0:      2.0       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        10         13          .          .          .          .          .          .          .          6          0:
Old  :        29:        10         13          .          .          .          .          .          .          .          6          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       71.4       87.0       86.6       51.7       59.0       64.9       65.3
Old  :                 64.6       71.4       87.0       86.6       51.7       59.0       64.9       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-064391
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 MWh)                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    39,500:    25,794     34,850      5,676          0      2,157        685        100        143      3,365        555      1,680:        0        15
Old  :    39,500:    25,794     34,850      5,676          0      2,157        685        100        143      3,365        555      1,680:        0        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,904:    -2,145     -2,709       -109          0       -141        305          0        -64       -440        315       -295:      -15       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       88.2       14.4        0.0        5.5        1.7        0.3        0.4        8.5        1.4        4.3:      0.0       0.0
Old  :     100.0:      65.3       88.2       14.4        0.0        5.5        1.7        0.3        0.4        8.5        1.4        4.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         22          .          0          .          .          .          .          4          .          5:
Old  :        36:        22         22          .          0          .          .          .          .          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       56.1       72.4       80.7       40.7       47.0       59.2       64.5
Old  :                 47.9       56.1       72.4       80.7       40.7       47.0       59.2       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-064392
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 MWh)                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    33,338:    26,264     27,786          0      2,038      1,113          0        195        456      4,400        645      1,105:        0         0
Old  :    33,338:    26,264     27,786          0      2,038      1,113          0        195        456      4,400        645      1,105:        0         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,468:    -1,450       -860          0        218       -248          0       -153          0        775        120       -545:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       83.3        0.0        6.1        3.3        0.0        0.6        1.4       13.2        1.9        3.3:      0.0       0.0
Old  :     100.0:      78.8       83.3        0.0        6.1        3.3        0.0        0.6        1.4       13.2        1.9        3.3:      0.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        19         20          0          .          .          0          .          .          4          .          4:
Old  :        34:        19         20          0          .          .          0          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       65.1       74.2       86.4       51.0       58.7       70.2       74.7
Old  :                 53.2       65.1       74.2       86.4       51.0       58.7       70.2       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV                                                                                                  Code-064394
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 50 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :   138,035:   113,054     96,184      3,120     18,523      5,593      2,490      1,159      7,059      2,805      5,724      3,729:      185        64
Old  :   138,035:   113,054     96,184      3,120     18,523      5,593      2,490      1,159      7,059      2,805      5,724      3,729:      185        64
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -5,688:    -4,983     -4,415       -233       -334       -662         10       -472        167        -40        -16         64:      -11       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       69.7        2.3       13.4        4.1        1.8        0.8        5.1        2.0        4.1        2.7:      0.1       0.0
Old  :     100.0:      81.9       69.7        2.3       13.4        4.1        1.8        0.8        5.1        2.0        4.1        2.7:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        30         30          .          .          4          4          6          6          5          8          8:
Old  :        61:        30         30          .          .          4          4          6          6          5          8          8:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       33.0       69.7       55.7       45.9       30.7       52.0       43.5
Old  :                 51.7       33.0       69.7       55.7       45.9       30.7       52.0       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                                  Code-064395
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 400 Megawatt Hours)                                                                                       :
     :          :    Positions                                                                                                           :
All  :    70,616:    56,856     50,625      4,440      7,678      4,416        325      1,214      2,155      1,296      2,025      1,128:        0     1,375
Old  :    70,616:    56,856     50,625      4,440      7,678      4,416        325      1,214      2,155      1,296      2,025      1,128:        0     1,375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       740:       665       -340          0       -225        100          0        100        -25        346        121       -346:        0     1,355
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.5       71.7        6.3       10.9        6.3        0.5        1.7        3.1        1.8        2.9        1.6:      0.0       1.9
Old  :     100.0:      80.5       71.7        6.3       10.9        6.3        0.5        1.7        3.1        1.8        2.9        1.6:      0.0       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        21         20          .          .          .          .          4          .          5          .          .:
Old  :        42:        21         20          .          .          .          .          4          .          5          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       74.0       77.0       87.4       54.0       59.2       65.9       69.1
Old  :                 56.4       74.0       77.0       87.4       54.0       59.2       65.9       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                              Code-064396
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 25 Megawatt Hours)                                                                                        :
     :          :    Positions                                                                                                           :
All  :    41,421:    38,004     28,935        684      8,325      1,283          0        903          0      1,075      1,350        375:        0       250
Old  :    41,421:    38,004     28,935        684      8,325      1,283          0        903          0      1,075      1,350        375:        0       250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,195:     1,350        925          0       -325         -5          0          0          0        275        775       -425:        0       250
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       69.9        1.7       20.1        3.1        0.0        2.2        0.0        2.6        3.3        0.9:      0.0       0.6
Old  :     100.0:      91.8       69.9        1.7       20.1        3.1        0.0        2.2        0.0        2.6        3.3        0.9:      0.0       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        13         14          .          .          .          0          .          0          .          .          .:
Old  :        29:        13         14          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.3       77.7       91.0       91.2       70.8       64.6       76.6       77.2
Old  :                 78.3       77.7       91.0       91.2       70.8       64.6       76.6       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                Code-06439A
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    58,043:    31,528     23,182        784     25,079      3,613     15,480        150         50      1,411      1,062      4,895:      282        12
Old  :    58,043:    31,528     23,182        784     25,079      3,613     15,480        150         50      1,411      1,062      4,895:      282        12
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -722:       -33       -759         20        599       -464       -270          0          0       -111       -128         31:      105        -1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       39.9        1.4       43.2        6.2       26.7        0.3        0.1        2.4        1.8        8.4:      0.5       0.0
Old  :     100.0:      54.3       39.9        1.4       43.2        6.2       26.7        0.3        0.1        2.4        1.8        8.4:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        18         19          .          .          5          .          .          .          .          .          .:
Old  :        36:        18         19          .          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       65.4       71.1       81.2       46.9       54.0       59.5       66.1
Old  :                 49.1       65.4       71.1       81.2       46.9       54.0       59.5       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV                                                                                            Code-06439B
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    76,448:    42,118     24,449          0     41,313      4,814     23,446        330        170      1,772      1,928      3,289:      839       155
Old  :    76,448:    42,118     24,449          0     41,313      4,814     23,446        330        170      1,772      1,928      3,289:      839       155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,258:      -424     -1,156          0        663       -622       -351        -70         70       -320       -452        327:       62       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       32.0        0.0       54.0        6.3       30.7        0.4        0.2        2.3        2.5        4.3:      1.1       0.2
Old  :     100.0:      55.1       32.0        0.0       54.0        6.3       30.7        0.4        0.2        2.3        2.5        4.3:      1.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        21         20          0          4          4          6          .          .          .          .          .:
Old  :        42:        21         20          0          4          4          6          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       69.4       70.2       83.9       51.7       61.3       64.1       72.2
Old  :                 52.2       69.4       70.2       83.9       51.7       61.3       64.1       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                           Code-06439C
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    70,534:    54,915     43,623      7,092     20,646      3,706        150          0          0      1,578         18      2,541:      552         0
Old  :    70,534:    54,915     43,623      7,092     20,646      3,706        150          0          0      1,578         18      2,541:      552         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -3,413:    -3,003     -2,414       -316     -1,061          0       -150          0          0       -195       -209        281:      -30       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       61.8       10.1       29.3        5.3        0.2        0.0        0.0        2.2        0.0        3.6:      0.8       0.0
Old  :     100.0:      77.9       61.8       10.1       29.3        5.3        0.2        0.0        0.0        2.2        0.0        3.6:      0.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        22         21          .          .          .          .          0          0          .          .          .:
Old  :        36:        22         21          .          .          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       67.8       69.0       83.3       39.0       67.8       60.5       75.7
Old  :                 43.5       67.8       69.0       83.3       39.0       67.8       60.5       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439F
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    87,816:    65,891     49,842     14,782     32,641      2,040        150          0          0      1,024        100      2,986:      943       207
Old  :    87,816:    65,891     49,842     14,782     32,641      2,040        150          0          0      1,024        100      2,986:      943       207
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -4,238:    -3,205     -2,935       -729     -1,316        -61       -150          0          0       -448       -141        248:      107       -33
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       56.8       16.8       37.2        2.3        0.2        0.0        0.0        1.2        0.1        3.4:      1.1       0.2
Old  :     100.0:      75.0       56.8       16.8       37.2        2.3        0.2        0.0        0.0        1.2        0.1        3.4:      1.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         22          4          .          4          .          0          0          .          .          .:
Old  :        39:        22         22          4          .          4          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       68.3       65.7       82.8       40.0       68.3       61.6       79.6
Old  :                 42.0       68.3       65.7       82.8       40.0       68.3       61.6       79.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                  Code-06439K
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,326:    29,625     39,532      9,976          0      4,122          0          0          0        225         45        230:      148       397
Old  :    44,326:    29,625     39,532      9,976          0      4,122          0          0          0        225         45        230:      148       397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,276:       391      1,255        885          0          0          0          0          0          0          0          0:        0        21
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       89.2       22.5        0.0        9.3        0.0        0.0        0.0        0.5        0.1        0.5:      0.3       0.9
Old  :     100.0:      66.8       89.2       22.5        0.0        9.3        0.0        0.0        0.0        0.5        0.1        0.5:      0.3       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        17         16          .          0          .          0          0          0          .          .          .:
Old  :        25:        17         16          .          0          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.2       82.6       86.9       94.4       59.2       74.2       69.6       76.1
Old  :                 71.2       82.6       86.9       94.4       59.2       74.2       69.6       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                             Code-06439L
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50 Mwh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    29,257:    26,974     19,464          0      7,389      1,398          0        600          0        360        396          0:      525        10
Old  :    29,257:    26,974     19,464          0      7,389      1,398          0        600          0        360        396          0:      525        10
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -524:      -604     -1,424          0        820         80          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       66.5        0.0       25.3        4.8        0.0        2.1        0.0        1.2        1.4        0.0:      1.8       0.0
Old  :     100.0:      92.2       66.5        0.0       25.3        4.8        0.0        2.1        0.0        1.2        1.4        0.0:      1.8       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        17         16          0          .          .          0          .          0          .          .          0:
Old  :        26:        17         16          0          .          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       69.6       79.0       83.6       51.0       59.5       64.5       68.5
Old  :                 61.0       69.6       79.0       83.6       51.0       59.5       64.5       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                           Code-06439N
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    18,947:    11,935     18,272      5,695          0        625          0          0          0        585          0         50:       57         0
Old  :    18,947:    11,935     18,272      5,695          0        625          0          0          0        585          0         50:       57         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       260:       260        210          0          0          0          0          0          0         10          0         50:      -60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       96.4       30.1        0.0        3.3        0.0        0.0        0.0        3.1        0.0        0.3:      0.3       0.0
Old  :     100.0:      63.0       96.4       30.1        0.0        3.3        0.0        0.0        0.0        3.1        0.0        0.3:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         11          .          0          .          0          0          0          4          0          .:
Old  :        21:        11         11          .          0          .          0          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       81.5       82.9       97.1       54.7       74.3       69.3       76.1
Old  :                 58.6       81.5       82.9       97.1       54.7       74.3       69.3       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV                                                                                          Code-06439Q
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    20,832:    11,245     20,182      8,295          0        600          0          0          0        585          0         50:       57         0
Old  :    20,832:    11,245     20,182      8,295          0        600          0          0          0        585          0         50:       57         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.0       96.9       39.8        0.0        2.9        0.0        0.0        0.0        2.8        0.0        0.2:      0.3       0.0
Old  :     100.0:      54.0       96.9       39.8        0.0        2.9        0.0        0.0        0.0        2.8        0.0        0.2:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         10          .          0          .          0          0          0          4          0          .:
Old  :        20:        10         10          .          0          .          0          0          0          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       79.3       88.5       98.1       61.8       71.4       75.6       78.3
Old  :                 64.7       79.3       88.5       98.1       61.8       71.4       75.6       78.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV                                                                                             Code-06439R
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    87,606:    56,894     65,027        320     10,280      8,052      6,767        284        499     12,632      1,441      1,875:      567       148
Old  :    87,606:    56,894     65,027        320     10,280      8,052      6,767        284        499     12,632      1,441      1,875:      567       148
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,231:     1,154      1,037          0        -37         57       -470         14        177        237        -72         61:       15        -6
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       74.2        0.4       11.7        9.2        7.7        0.3        0.6       14.4        1.6        2.1:      0.6       0.2
Old  :     100.0:      64.9       74.2        0.4       11.7        9.2        7.7        0.3        0.6       14.4        1.6        2.1:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        32         35          .          .          .          6          .          .          9          .          6:
Old  :        63:        32         35          .          .          .          6          .          .          9          .          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       42.0       50.4       65.6       20.6       25.1       30.7       35.8
Old  :                 28.6       42.0       50.4       65.6       20.6       25.1       30.7       35.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                          Code-0643A8
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    44,126:    34,277     33,664          0      6,748      2,532          0        299          1      6,745        300        285:      286       297
Old  :    44,126:    34,277     33,664          0      6,748      2,532          0        299          1      6,745        300        285:      286       297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       990:       820        990          0       -120        120          0          0          0         50          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.7       76.3        0.0       15.3        5.7        0.0        0.7        0.0       15.3        0.7        0.6:      0.6       0.7
Old  :     100.0:      77.7       76.3        0.0       15.3        5.7        0.0        0.7        0.0       15.3        0.7        0.6:      0.6       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         19          0          .          .          0          .          .          4          .          .:
Old  :        32:        18         19          0          .          .          0          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.6       55.8       70.4       81.2       38.3       45.9       55.4       59.2
Old  :                 46.6       55.8       70.4       81.2       38.3       45.9       55.4       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    49,592:    35,698     43,412      7,719          0      5,404          0         25          0        340         96        254:      177       401
Old  :    49,592:    35,698     43,412      7,719          0      5,404          0         25          0        340         96        254:      177       401
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,461:       311      1,301        890          0        160          0          0          0        100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       87.5       15.6        0.0       10.9        0.0        0.1        0.0        0.7        0.2        0.5:      0.4       0.8
Old  :     100.0:      72.0       87.5       15.6        0.0       10.9        0.0        0.1        0.0        0.7        0.2        0.5:      0.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         19          .          0          .          0          .          0          .          .          .:
Old  :        31:        20         19          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       77.9       80.1       92.3       45.3       69.7       60.2       71.8
Old  :                 58.1       77.9       80.1       92.3       45.3       69.7       60.2       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                Code-0643B3
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 Mwh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    37,265:    30,148     26,562         50      3,780      5,631         80        880         90         40        210         60:    1,166        52
Old  :    37,265:    30,148     26,562         50      3,780      5,631         80        880         90         40        210         60:    1,166        52
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -822:      -637     -1,492         50      1,025       -355         70        -50         50          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.9       71.3        0.1       10.1       15.1        0.2        2.4        0.2        0.1        0.6        0.2:      3.1       0.1
Old  :     100.0:      80.9       71.3        0.1       10.1       15.1        0.2        2.4        0.2        0.1        0.6        0.2:      3.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        21         20          .          .          .          .          .          .          .          .          .:
Old  :        34:        21         20          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.8       53.6       79.3       77.3       41.0       35.9       48.3       49.2
Old  :                 60.8       53.6       79.3       77.3       41.0       35.9       48.3       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV                                                                                                Code-0643BC
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    65,675:    50,205     62,181      9,807         24      2,866          0         60          0      1,699        200         73:    1,025       271
Old  :    65,675:    50,205     62,181      9,807         24      2,866          0         60          0      1,699        200         73:    1,025       271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -4,904:    -4,055     -4,870       -814         24        -29          0        -45          0       -141          0          0:      135        16
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       94.7       14.9        0.0        4.4        0.0        0.1        0.0        2.6        0.3        0.1:      1.6       0.4
Old  :     100.0:      76.4       94.7       14.9        0.0        4.4        0.0        0.1        0.0        2.6        0.3        0.1:      1.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16          9          5          .          4          0          .          0          4          .          .:
Old  :        31:        16          9          5          .          4          0          .          0          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       92.0       78.0       96.7       56.4       87.2       73.6       89.8
Old  :                 57.1       92.0       78.0       96.7       56.4       87.2       73.6       89.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BE
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,793:    58,731     63,269      5,070      2,697      3,387          0          0          0      2,065        200         60:      480       180
Old  :    69,793:    58,731     63,269      5,070      2,697      3,387          0          0          0      2,065        200         60:      480       180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -3,400:    -2,458     -3,110       -508        -24       -171          0        -45          0       -253        -50          0:      -10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       90.7        7.3        3.9        4.9        0.0        0.0        0.0        3.0        0.3        0.1:      0.7       0.3
Old  :     100.0:      84.2       90.7        7.3        3.9        4.9        0.0        0.0        0.0        3.0        0.3        0.1:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        20         12          .          .          4          0          0          0          .          .          .:
Old  :        33:        20         12          .          .          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       87.3       75.3       97.3       52.8       83.7       74.0       90.5
Old  :                 52.8       87.3       75.3       97.3       52.8       83.7       74.0       90.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643BF
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    80,555:    68,887     72,842      7,792      2,398      1,803          0        437         95        189      1,806      1,033:      756       141
Old  :    80,555:    68,887     72,842      7,792      2,398      1,803          0        437         95        189      1,806      1,033:      756       141
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,608:     1,680      1,273       -628          0         15          0         -5         10          5        389        -15:      541       -59
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       90.4        9.7        3.0        2.2        0.0        0.5        0.1        0.2        2.2        1.3:      0.9       0.2
Old  :     100.0:      85.5       90.4        9.7        3.0        2.2        0.0        0.5        0.1        0.2        2.2        1.3:      0.9       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        22         22          5          .          4          0          .          .          .          .          .:
Old  :        41:        22         22          5          .          4          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       54.5       75.4       81.9       57.3       51.8       74.0       73.1
Old  :                 57.6       54.5       75.4       81.9       57.3       51.8       74.0       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643BG
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    99,398:    82,812     87,310      8,826      2,855      3,284          0      1,910        297      1,922      1,876      1,710:      547       156
Old  :    99,398:    82,812     87,310      8,826      2,855      3,284          0      1,910        297      1,922      1,876      1,710:      547       156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,994:     3,382      1,423       -635        -15        310       -240        479         44        106        805       -178:      205       126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       87.8        8.9        2.9        3.3        0.0        1.9        0.3        1.9        1.9        1.7:      0.6       0.2
Old  :     100.0:      83.3       87.8        8.9        2.9        3.3        0.0        1.9        0.3        1.9        1.9        1.7:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        25         27          5          .          4          0          8          .          .          .          4:
Old  :        53:        25         27          5          .          4          0          8          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       50.9       70.7       73.5       51.9       47.7       63.8       66.6
Old  :                 52.5       50.9       70.7       73.5       51.9       47.7       63.8       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV                                                                                                        Code-0643BM
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    63,724:    43,135     55,233     19,683      2,410         60          0      4,021          0        225      1,575        425:      196         0
Old  :    63,724:    43,135     55,233     19,683      2,410         60          0      4,021          0        225      1,575        425:      196         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       356:        30        581        250       -300          0          0        100          0       -100        -25          0:      176         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       86.7       30.9        3.8        0.1        0.0        6.3        0.0        0.4        2.5        0.7:      0.3       0.0
Old  :     100.0:      67.7       86.7       30.9        3.8        0.1        0.0        6.3        0.0        0.4        2.5        0.7:      0.3       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         15          .          .          .          0          .          0          .          .          .:
Old  :        31:        14         15          .          .          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.2       88.0       93.8       96.4       74.1       85.9       90.4       90.9
Old  :                 74.2       88.0       93.8       96.4       74.1       85.9       90.4       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BR
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    55,390:    35,970     53,925     17,475          0        120          0        225          0      1,450        525        250:      125       345
Old  :    55,390:    35,970     53,925     17,475          0        120          0        225          0      1,450        525        250:      125       345
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       490:       -50        180        600          0        -60          0          0          0          0        150       -125:      125       345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.9       97.4       31.5        0.0        0.2        0.0        0.4        0.0        2.6        0.9        0.5:      0.2       0.6
Old  :     100.0:      64.9       97.4       31.5        0.0        0.2        0.0        0.4        0.0        2.6        0.9        0.5:      0.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          7          .          0          .          0          .          0          .          .          .:
Old  :        23:        11          7          .          0          .          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.7       95.6       93.2       98.6       80.7       92.6       91.0       94.3
Old  :                 80.7       95.6       93.2       98.6       80.7       92.6       91.0       94.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BS
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    58,815:    39,871     53,817     14,639        327      2,020        750          0          0        629      1,655        862:       44       134
Old  :    58,815:    39,871     53,817     14,639        327      2,020        750          0          0        629      1,655        862:       44       134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,584:    -1,437     -1,133        129       -136       -162         50          0        -50        -19         14        -95:        0       -22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       91.5       24.9        0.6        3.4        1.3        0.0        0.0        1.1        2.8        1.5:      0.1       0.2
Old  :     100.0:      67.8       91.5       24.9        0.6        3.4        1.3        0.0        0.0        1.1        2.8        1.5:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         18          4          .          .          .          0          0          .          4          .:
Old  :        34:        20         18          4          .          .          .          0          0          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       83.4       74.3       92.7       47.9       79.1       70.3       82.1
Old  :                 51.5       83.4       74.3       92.7       47.9       79.1       70.3       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643BT
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :    66,783:    48,407     58,876     14,244        692         81        360      3,015      1,340      1,195      1,552        982:      174       245
Old  :    66,783:    48,407     58,876     14,244        692         81        360      3,015      1,340      1,195      1,552        982:      174       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,126:    -1,450     -1,261        551        -36         -5        120        200          0       -275         78        -98:       31        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       88.2       21.3        1.0        0.1        0.5        4.5        2.0        1.8        2.3        1.5:      0.3       0.4
Old  :     100.0:      72.5       88.2       21.3        1.0        0.1        0.5        4.5        2.0        1.8        2.3        1.5:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         18          .          .          .          .          .          .          .          .          .:
Old  :        36:        20         18          .          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.9       77.3       74.2       88.5       51.1       71.0       70.6       77.2
Old  :                 51.9       77.3       74.2       88.5       51.1       71.0       70.6       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BW
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    23,656:    14,099     22,656      9,256          0        140          0        760          0          0          0          0:      161       100
Old  :    23,656:    14,099     22,656      9,256          0        140          0        760          0          0          0          0:      161       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,049:      -736     -1,089       -303          0          0          0        105          0          0        -55          0:      -10       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       95.8       39.1        0.0        0.6        0.0        3.2        0.0        0.0        0.0        0.0:      0.7       0.4
Old  :     100.0:      59.6       95.8       39.1        0.0        0.6        0.0        3.2        0.0        0.0        0.0        0.0:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         12          4          0          .          0          .          0          0          0          0:
Old  :        23:        13         12          4          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       80.6       87.4       95.0       65.0       72.7       81.2       87.1
Old  :                 65.6       80.6       87.4       95.0       65.0       72.7       81.2       87.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643BX
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    23,021:    13,563     22,651      8,831          0        140          0        225          0          0          0          0:      487         5
Old  :    23,021:    13,563     22,651      8,831          0        140          0        225          0          0          0          0:      487         5
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,264:      -705     -1,289       -550          0         25          0          0          0          0          0          0:      -34         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       98.4       38.4        0.0        0.6        0.0        1.0        0.0        0.0        0.0        0.0:      2.1       0.0
Old  :     100.0:      58.9       98.4       38.4        0.0        0.6        0.0        1.0        0.0        0.0        0.0        0.0:      2.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          5          0          .          0          .          0          0          0          0:
Old  :        22:        11         11          5          0          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.2       85.8       84.0       96.9       63.2       73.1       77.4       84.2
Old  :                 66.2       85.8       84.0       96.9       63.2       73.1       77.4       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643BY
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    30,749:    25,171     22,160      2,525      4,589        796          0        299        350        998      1,513        866:       43       176
Old  :    30,749:    25,171     22,160      2,525      4,589        796          0        299        350        998      1,513        866:       43       176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -834:    -1,059     -1,534       -185        621        -92        -30        -65          0        638        189       -129:       23       176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       72.1        8.2       14.9        2.6        0.0        1.0        1.1        3.2        4.9        2.8:      0.1       0.6
Old  :     100.0:      81.9       72.1        8.2       14.9        2.6        0.0        1.0        1.1        3.2        4.9        2.8:      0.1       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         17          .          .          .          0          .          .          .          .          .:
Old  :        30:        15         17          .          .          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       57.5       84.7       77.6       60.7       54.5       74.2       71.0
Old  :                 68.8       57.5       84.7       77.6       60.7       54.5       74.2       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643C3
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :800MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    56,035:    43,613     29,887      4,809     18,582      1,115      2,525      4,934        400      2,514         50      1,037:       22        30
Old  :    56,035:    43,613     29,887      4,809     18,582      1,115      2,525      4,934        400      2,514         50      1,037:       22        30
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,422:    -1,676     -2,556       -370       -239          4       -105        364        -45       -391       -115        160:        1         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       53.3        8.6       33.2        2.0        4.5        8.8        0.7        4.5        0.1        1.9:      0.0       0.1
Old  :     100.0:      77.8       53.3        8.6       33.2        2.0        4.5        8.8        0.7        4.5        0.1        1.9:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        24         20          5          .          6          .          .          .          4          .          4:
Old  :        43:        24         20          5          .          6          .          .          .          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       69.1       68.2       83.8       42.6       53.2       56.0       64.7
Old  :                 50.6       69.1       68.2       83.8       42.6       53.2       56.0       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                  Code-0643C4
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :50MWh                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    34,326:    29,646     15,150      1,511     15,766      1,117        715        850        110        415        571        690:      122        72
Old  :    34,326:    29,646     15,150      1,511     15,766      1,117        715        850        110        415        571        690:      122        72
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,287:    -1,781     -1,854       -218       -451         -9        -10        235       -225        -40         29          0:       -4       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       44.1        4.4       45.9        3.3        2.1        2.5        0.3        1.2        1.7        2.0:      0.4       0.2
Old  :     100.0:      86.4       44.1        4.4       45.9        3.3        2.1        2.5        0.3        1.2        1.7        2.0:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        20         16          4          .          .          .          .          .          .          .          .:
Old  :        34:        20         16          4          .          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       70.5       79.2       84.5       51.9       63.0       61.1       68.3
Old  :                 60.2       70.5       79.2       84.5       51.9       63.0       61.1       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                      Code-0643CB
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :400MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    18,690:     9,638     17,071      7,227          0        754         75        389        226        600        200         50:      120         0
Old  :    18,690:     9,638     17,071      7,227          0        754         75        389        226        600        200         50:      120         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,105:    -1,135       -729        145          0       -175         75        -26        -75        150        -25        -75:      -15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.6       91.3       38.7        0.0        4.0        0.4        2.1        1.2        3.2        1.1        0.3:      0.6       0.0
Old  :     100.0:      51.6       91.3       38.7        0.0        4.0        0.4        2.1        1.2        3.2        1.1        0.3:      0.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         15          .          0          .          .          .          .          .          .          .:
Old  :        31:        15         15          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.4       74.7       84.6       86.9       61.1       71.2       77.2       80.1
Old  :                 65.4       74.7       84.6       86.9       61.1       71.2       77.2       80.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643CC
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :25 MWh                                                                                                                  :
     :          :    Positions                                                                                                           :
All  :    20,281:     9,936     18,221      7,956          0      1,785          0        150          0        500        125          0:      104         0
Old  :    20,281:     9,936     18,221      7,956          0      1,785          0        150          0        500        125          0:      104         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -1,604:    -1,365     -1,164        114          0       -315          0       -100          0        -25        -25          0:      -13         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.0       89.8       39.2        0.0        8.8        0.0        0.7        0.0        2.5        0.6        0.0:      0.5       0.0
Old  :     100.0:      49.0       89.8       39.2        0.0        8.8        0.0        0.7        0.0        2.5        0.6        0.0:      0.5       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          7          .          0          .          0          .          0          .          .          0:
Old  :        21:        10          7          .          0          .          0          .          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.8       91.6       94.8       99.0       62.0       83.8       86.0       89.0
Old  :                 70.8       91.6       94.8       99.0       62.0       83.8       86.0       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                 Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     8,627:     7,955      5,305          0        950        447          0      1,000         25         75        900          0:      125         0
Old  :     8,627:     7,955      5,305          0        950        447          0      1,000         25         75        900          0:      125         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -415:      -130       -640          0         50       -200        -25        400          0        -25        -25          0:      -35         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       61.5        0.0       11.0        5.2        0.0       11.6        0.3        0.9       10.4        0.0:      1.4       0.0
Old  :     100.0:      92.2       61.5        0.0       11.0        5.2        0.0       11.6        0.3        0.9       10.4        0.0:      1.4       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          8          0          .          .          0          .          .          .          .          0:
Old  :        21:        10          8          0          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.8       62.5       92.2       93.0       69.3       58.5       78.9       80.0
Old  :                 72.8       62.5       92.2       93.0       69.3       58.5       78.9       80.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                    Code-0643CK
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     8,875:     8,122      5,085          0        687        553          0      1,325         25         75      1,200          0:      100         0
Old  :     8,875:     8,122      5,085          0        687        553          0      1,325         25         75      1,200          0:      100         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -440:      -196       -640          0         39       -189        -25        400          0        -25        -50          0:       -5         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.5       57.3        0.0        7.7        6.2        0.0       14.9        0.3        0.8       13.5        0.0:      1.1       0.0
Old  :     100.0:      91.5       57.3        0.0        7.7        6.2        0.0       14.9        0.3        0.8       13.5        0.0:      1.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          8          0          .          .          0          .          .          .          .          0:
Old  :        22:        11          8          0          .          .          0          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       65.1       92.2       93.2       67.0       62.5       78.3       79.3
Old  :                 70.4       65.1       92.2       93.2       67.0       62.5       78.3       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                   Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    10,852:     7,246      9,450      2,633        600         42          0          0          0        170        215        545:      216         0
Old  :    10,852:     7,246      9,450      2,633        600         42          0          0          0        170        215        545:      216         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -864:      -468       -714       -375       -100          0          0          0          0          0        -45         -5:      -16         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       87.1       24.3        5.5        0.4        0.0        0.0        0.0        1.6        2.0        5.0:      2.0       0.0
Old  :     100.0:      66.8       87.1       24.3        5.5        0.4        0.0        0.0        0.0        1.6        2.0        5.0:      2.0       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         14          .          .          .          0          0          0          .          .          .:
Old  :        26:        13         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       65.0       80.9       87.1       52.2       58.3       69.6       71.1
Old  :                 56.9       65.0       80.9       87.1       52.2       58.3       69.6       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                          Code-0643D1
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :     9,852:     6,299      8,433      2,593        600         64          0          0          0        170        245        510:      216         0
Old  :     9,852:     6,299      8,433      2,593        600         64          0          0          0        170        245        510:      216         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -909:      -493       -712       -398       -100         -2          0          0          0          0        -95          0:      -16         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.9       85.6       26.3        6.1        0.6        0.0        0.0        0.0        1.7        2.5        5.2:      2.2       0.0
Old  :     100.0:      63.9       85.6       26.3        6.1        0.6        0.0        0.0        0.0        1.7        2.5        5.2:      2.2       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        12         14          .          .          .          0          0          0          .          .          .:
Old  :        26:        12         14          .          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       64.5       81.3       88.5       51.4       56.3       69.4       71.6
Old  :                 58.8       64.5       81.3       88.5       51.4       56.3       69.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV                                                                                Code-0643D7
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,234:    21,135     28,494      8,185          0        475        200          0          0      1,150      2,210      2,055:       34         0
Old  :    33,234:    21,135     28,494      8,185          0        475        200          0          0      1,150      2,210      2,055:       34         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,278:    -2,020     -1,953        150          0       -225          0          0          0       -100        -20        -80:       -3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       85.7       24.6        0.0        1.4        0.6        0.0        0.0        3.5        6.6        6.2:      0.1       0.0
Old  :     100.0:      63.6       85.7       24.6        0.0        1.4        0.6        0.0        0.0        3.5        6.6        6.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         12          .          0          .          .          0          0          .          .          .:
Old  :        33:        19         12          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       68.8       83.3       94.3       63.1       60.8       73.1       77.3
Old  :                 68.8       68.8       83.3       94.3       63.1       60.8       73.1       77.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV                                                                                                    Code-0643D8
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    33,684:    21,680     29,149      7,980          0        555        200          0          0      1,150      1,895      2,085:       34         0
Old  :    33,684:    21,680     29,149      7,980          0        555        200          0          0      1,150      1,895      2,085:       34         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,048:    -1,620     -1,753        100          0       -195          0          0          0       -100        130       -230:       -3         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       86.5       23.7        0.0        1.6        0.6        0.0        0.0        3.4        5.6        6.2:      0.1       0.0
Old  :     100.0:      64.4       86.5       23.7        0.0        1.6        0.6        0.0        0.0        3.4        5.6        6.2:      0.1       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         13          .          0          .          .          0          0          .          .          .:
Old  :        33:        19         13          .          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       70.5       81.6       94.9       61.4       60.4       71.1       77.4
Old  :                 67.0       70.5       81.6       94.9       61.4       60.4       71.1       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV                                                                                               Code-0643DB
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   106,642:    81,139     85,815     15,839      7,923      6,204        120        150        785        768      3,969      1,716:       71        80
Old  :   106,642:    81,139     85,815     15,839      7,923      6,204        120        150        785        768      3,969      1,716:       71        80
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -2,353:    -2,439        -45     -1,045     -3,749      1,529     -1,185         30        555       -116     -1,088        355:       -7        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       80.5       14.9        7.4        5.8        0.1        0.1        0.7        0.7        3.7        1.6:      0.1       0.1
Old  :     100.0:      76.1       80.5       14.9        7.4        5.8        0.1        0.1        0.7        0.7        3.7        1.6:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        33         27          .          .          .          .          .          .          .          7          6:
Old  :        54:        33         27          .          .          .          .          .          .          .          7          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       56.2       64.2       75.7       40.2       51.1       60.9       64.6
Old  :                 43.4       56.2       64.2       75.7       40.2       51.1       60.9       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DC
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :352 MWh                                                                                                                 :
     :          :    Positions                                                                                                           :
All  :   119,406:    88,562     98,233     17,629      4,411      8,006        675        910      1,055        775      4,059      2,662:       42        70
Old  :   119,406:    88,562     98,233     17,629      4,411      8,006        675        910      1,055        775      4,059      2,662:       42        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -4,361:    -3,454     -1,647     -2,071     -4,252      1,777     -1,350        -70        730       -233     -1,231        272:      -32        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       82.3       14.8        3.7        6.7        0.6        0.8        0.9        0.6        3.4        2.2:      0.0       0.1
Old  :     100.0:      74.2       82.3       14.8        3.7        6.7        0.6        0.8        0.9        0.6        3.4        2.2:      0.0       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        35         28          .          .          5          .          .          .          4          9          9:
Old  :        60:        35         28          .          .          5          .          .          .          4          9          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       60.2       58.1       79.8       32.0       57.7       53.1       66.8
Old  :                 33.2       60.2       58.1       79.8       32.0       57.7       53.1       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV                                                                                            Code-0643DF
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   274,622:   152,059    204,973     37,175      1,433     31,633     15,765      4,371     10,481     14,231      8,555     12,999:      279       177
Old  :   274,622:   152,059    204,973     37,175      1,433     31,633     15,765      4,371     10,481     14,231      8,555     12,999:      279       177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :    -7,192:    -2,425     -8,186     -3,321       -132      1,174       -479     -1,163        268     -4,517     -1,324      2,119:      -11        52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       74.6       13.5        0.5       11.5        5.7        1.6        3.8        5.2        3.1        4.7:      0.1       0.1
Old  :     100.0:      55.4       74.6       13.5        0.5       11.5        5.7        1.6        3.8        5.2        3.1        4.7:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        91:        40         34          4          .          5         10          8          8         16          8         18:
Old  :        91:        40         34          4          .          5         10          8          8         16          8         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       44.0       56.9       64.7       26.4       28.2       33.7       40.3
Old  :                 43.3       44.0       56.9       64.7       26.4       28.2       33.7       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV                                                                                                 Code-0643DL
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    17,166:     9,285     15,516      1,946        130        795        925        600         55      3,805          0          0:      355        70
Old  :    17,166:     9,285     15,516      1,946        130        795        925        600         55      3,805          0          0:      355        70
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -978:      -613       -870        -47         15       -123        -40          0          0       -115          0          0:      -40         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       90.4       11.3        0.8        4.6        5.4        3.5        0.3       22.2        0.0        0.0:      2.1       0.4
Old  :     100.0:      54.1       90.4       11.3        0.8        4.6        5.4        3.5        0.3       22.2        0.0        0.0:      2.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        14          8          .          .          .          .          .          .          .          0          0:
Old  :        24:        14          8          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       82.5       83.2       97.8       64.2       75.0       78.6       86.3
Old  :                 64.6       82.5       83.2       97.8       64.2       75.0       78.6       86.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV                                                                                        Code-0643DM
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    14,007:     5,930     12,671      2,765        120        561        105        600         55      4,080          0          0:      511         0
Old  :    14,007:     5,930     12,671      2,765        120        561        105        600         55      4,080          0          0:      511         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -850:      -460       -845       -195         15        -15        -15          0          0       -140          0          0:      -25        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.3       90.5       19.7        0.9        4.0        0.7        4.3        0.4       29.1        0.0        0.0:      3.6       0.0
Old  :     100.0:      42.3       90.5       19.7        0.9        4.0        0.7        4.3        0.4       29.1        0.0        0.0:      3.6       0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13          8          .          .          .          .          .          .          .          0          0:
Old  :        22:        13          8          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       81.7       88.2       98.1       66.6       77.1       82.2       89.1
Old  :                 67.1       81.7       88.2       98.1       66.6       77.1       82.2       89.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV                                                                                            Code-0643ID
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :1 MW                                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    13,782:     6,000     11,722        848          0        125        350          0          0      6,387      1,850         50:       22        35
Old  :    13,782:     6,000     11,722        848          0        125        350          0          0      6,387      1,850         50:       22        35
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       265:       365        265          0          0          0          0          0          0       -100          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.5       85.1        6.2        0.0        0.9        2.5        0.0        0.0       46.3       13.4        0.4:      0.2       0.3
Old  :     100.0:      43.5       85.1        6.2        0.0        0.9        2.5        0.0        0.0       46.3       13.4        0.4:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        10         17          4          0          .          .          0          0          .          .          .:
Old  :        28:        10         17          4          0          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.3       71.8       90.2       88.0       78.4       71.8       86.6       86.5
Old  :                 81.3       71.8       90.2       88.0       78.4       71.8       86.6       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                                                              Code-064AAA
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    86,174:    60,221     62,229     17,614     11,366      1,060          0      3,745         75          0          0          0:    7,204     7,699
Old  :    86,174:    60,221     62,229     17,614     11,366      1,060          0      3,745         75          0          0          0:    7,204     7,699
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,620:     1,811      1,276        500        540        360          0          0          0          0          0          0:      -51       444
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       72.2       20.4       13.2        1.2        0.0        4.3        0.1        0.0        0.0        0.0:      8.4       8.9
Old  :     100.0:      69.9       72.2       20.4       13.2        1.2        0.0        4.3        0.1        0.0        0.0        0.0:      8.4       8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         19          .          .          .          0          .          .          0          0          0:
Old  :        28:        17         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       51.7       85.4       78.0       76.1       49.8       80.1       73.8
Old  :                 78.7       51.7       85.4       78.0       76.1       49.8       80.1       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                                                             Code-064AAB
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    71,988:    50,786     50,988     14,402      9,665      1,085          0      4,280         30          0          0          0:    5,685     5,940
Old  :    71,988:    50,786     50,988     14,402      9,665      1,085          0      4,280         30          0          0          0:    5,685     5,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,775:     1,365        635         50        540        360          0          0          0          0          0          0:        0       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.5       70.8       20.0       13.4        1.5        0.0        5.9        0.0        0.0        0.0        0.0:      7.9       8.3
Old  :     100.0:      70.5       70.8       20.0       13.4        1.5        0.0        5.9        0.0        0.0        0.0        0.0:      7.9       8.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         19          .          .          .          0          .          .          0          0          0:
Old  :        27:        15         19          .          .          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.4       56.8       86.5       77.6       77.1       54.8       79.8       73.4
Old  :                 79.4       56.8       86.5       77.6       77.1       54.8       79.8       73.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                                                                   Code-064BFI
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    24,260:     6,745     15,995     10,690      2,285      1,635        325      1,035        175      1,745          0          0:    2,945     3,135
Old  :    24,260:     6,745     15,995     10,690      2,285      1,635        325      1,035        175      1,745          0          0:    2,945     3,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -140:       -25       -255       -650       -300        475          0          0          0          0          0          0:       60       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.8       65.9       44.1        9.4        6.7        1.3        4.3        0.7        7.2        0.0        0.0:     12.1      12.9
Old  :     100.0:      27.8       65.9       44.1        9.4        6.7        1.3        4.3        0.7        7.2        0.0        0.0:     12.1      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7         10          .          .          .          .          .          .          .          0          0:
Old  :        21:         7         10          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.4       49.5       83.0       76.3       61.4       46.3       69.3       70.4
Old  :                 70.4       49.5       83.0       76.3       61.4       46.3       69.3       70.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                                                                       Code-064CXO
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    59,124:    31,039     20,168      8,100     26,006      1,020     11,500      3,880      4,340          0        960          0:    3,125     2,750
Old  :    59,124:    31,039     20,168      8,100     26,006      1,020     11,500      3,880      4,340          0        960          0:    3,125     2,750
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       210:      -165        -75        300          0          0          0        300        -40          0          0          0:      115        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       34.1       13.7       44.0        1.7       19.5        6.6        7.3        0.0        1.6        0.0:      5.3       4.7
Old  :     100.0:      52.5       34.1       13.7       44.0        1.7       19.5        6.6        7.3        0.0        1.6        0.0:      5.3       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         13          .          .          .          .          .          .          0          .          0:
Old  :        26:        16         13          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.8       69.2       79.2       85.6       49.4       63.0       63.5       71.2
Old  :                 62.8       69.2       79.2       85.6       49.4       63.0       63.5       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                                                                      Code-064CXP
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    39,280:    21,981     19,591      8,315     13,405         50      2,965        295      3,120          0        360        300:    2,549     2,159
Old  :    39,280:    21,981     19,591      8,315     13,405         50      2,965        295      3,120          0        360        300:    2,549     2,159
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :         2:       -93         12          0          0          0          0          0          0          0          0          0:       95       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       49.9       21.2       34.1        0.1        7.5        0.8        7.9        0.0        0.9        0.8:      6.5       5.5
Old  :     100.0:      56.0       49.9       21.2       34.1        0.1        7.5        0.8        7.9        0.0        0.9        0.8:      6.5       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         15          .          .          .          .          .          .          0          .          .:
Old  :        25:        15         15          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       70.2       86.8       83.5       65.1       64.7       72.3       71.7
Old  :                 72.9       70.2       86.8       83.5       65.1       64.7       72.3       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                                                         Code-064DEU
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,120:    23,970     12,610      4,980      2,010        360      1,035     15,820         90          0          0          0:    1,685     1,230
Old  :    32,120:    23,970     12,610      4,980      2,010        360      1,035     15,820         90          0          0          0:    1,685     1,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,670:       410      1,775      1,200       -105          0          0          0          0          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       39.3       15.5        6.3        1.1        3.2       49.3        0.3        0.0        0.0        0.0:      5.2       3.8
Old  :     100.0:      74.6       39.3       15.5        6.3        1.1        3.2       49.3        0.3        0.0        0.0        0.0:      5.2       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         13          .          .          .          .          .          .          0          0          0:
Old  :        22:        13         13          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       70.0       83.7       86.5       57.1       65.6       66.2       71.1
Old  :                 65.9       70.0       83.7       86.5       57.1       65.6       66.2       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064DLW
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   102,166:    52,959     30,996      2,072     39,835      5,690     19,810      1,615        240          0      2,520      1,420:   19,975    19,850
Old  :   102,166:    52,959     30,996      2,072     39,835      5,690     19,810      1,615        240          0      2,520      1,420:   19,975    19,850
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       435:      -655        -40       -240         45        375        720        -60         45          0          0          0:      190        70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       30.3        2.0       39.0        5.6       19.4        1.6        0.2        0.0        2.5        1.4:     19.6      19.4
Old  :     100.0:      51.8       30.3        2.0       39.0        5.6       19.4        1.6        0.2        0.0        2.5        1.4:     19.6      19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         19          .          .          .          .          .          .          0          .          .:
Old  :        30:        18         19          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       52.1       72.8       67.5       51.7       50.2       59.2       57.6
Old  :                 55.0       52.1       72.8       67.5       51.7       50.2       59.2       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064DLX
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    97,826:    49,676     30,796      2,195     35,145      5,465     20,640      1,610        225          0      5,290        555:   19,070    18,740
Old  :    97,826:    49,676     30,796      2,195     35,145      5,465     20,640      1,610        225          0      5,290        555:   19,070    18,740
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       980:      -415        730       -250        325        315      1,320        -60         60          0          0          0:      -50      -390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.8       31.5        2.2       35.9        5.6       21.1        1.6        0.2        0.0        5.4        0.6:     19.5      19.2
Old  :     100.0:      50.8       31.5        2.2       35.9        5.6       21.1        1.6        0.2        0.0        5.4        0.6:     19.5      19.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         17          .          .          .          .          .          .          0          .          .:
Old  :        28:        17         17          .          .          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       48.4       73.0       67.0       50.1       47.5       58.1       56.7
Old  :                 53.2       48.4       73.0       67.0       50.1       47.5       58.1       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,961:    15,891      5,155        270      1,056      1,603      3,315     11,305        175        600      3,490      1,355:    4,752     3,822
Old  :    27,961:    15,891      5,155        270      1,056      1,603      3,315     11,305        175        600      3,490      1,355:    4,752     3,822
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,320:     1,450        600        270       -630        162          0        600          0        300      1,500         20:      118        68
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       18.4        1.0        3.8        5.7       11.9       40.4        0.6        2.1       12.5        4.8:     17.0      13.7
Old  :     100.0:      56.8       18.4        1.0        3.8        5.7       11.9       40.4        0.6        2.1       12.5        4.8:     17.0      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          .          .          .          .          .          .          .          4          .:
Old  :        29:        16         10          .          .          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       67.6       60.6       77.0       39.2       60.8       59.0       68.4
Old  :                 39.4       67.6       60.6       77.0       39.2       60.8       59.0       68.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064DPR
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    27,811:    15,042      5,181        380      1,841      1,018      3,315     12,380        175        600        855      2,675:    4,606     3,686
Old  :    27,811:    15,042      5,181        380      1,841      1,018      3,315     12,380        175        600        855      2,675:    4,606     3,686
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,350:     1,450        600        380       -495          0          0        575          0       -685        515      1,005:      200       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       18.6        1.4        6.6        3.7       11.9       44.5        0.6        2.2        3.1        9.6:     16.6      13.3
Old  :     100.0:      54.1       18.6        1.4        6.6        3.7       11.9       44.5        0.6        2.2        3.1        9.6:     16.6      13.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        16         10          .          .          .          .          .          .          .          4          .:
Old  :        29:        16         10          .          .          .          .          .          .          .          4          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       68.9       62.6       77.7       37.0       58.9       56.4       65.1
Old  :                 39.8       68.9       62.6       77.7       37.0       58.9       56.4       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EJI
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    32,919:    14,484     11,510      1,126     11,105        969     12,720         40          0          0      6,565        940:    2,680     1,790
Old  :    32,919:    14,484     11,510      1,126     11,105        969     12,720         40          0          0      6,565        940:    2,680     1,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       275:       385         75       -100       -150          0          0        -10          0          0        395        -35:       25         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.0       35.0        3.4       33.7        2.9       38.6        0.1        0.0        0.0       19.9        2.9:      8.1       5.4
Old  :     100.0:      44.0       35.0        3.4       33.7        2.9       38.6        0.1        0.0        0.0       19.9        2.9:      8.1       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12          5          .          .          .          .          .          0          0          .          .:
Old  :        20:        12          5          .          .          .          .          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       82.5       86.0       93.8       63.3       68.5       73.1       77.4
Old  :                 68.1       82.5       86.0       93.8       63.3       68.5       73.1       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                                                                 Code-064ERM
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    57,851:    16,716     48,335     13,123      6,810         60     14,985          0         30     10,265          0          0:    2,672     2,616
Old  :    57,851:    16,716     48,335     13,123      6,810         60     14,985          0         30     10,265          0          0:    2,672     2,616
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,200:        90        200        -40      1,000          0      1,000          0          0          0          0          0:      150         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.9       83.6       22.7       11.8        0.1       25.9        0.0        0.1       17.7        0.0        0.0:      4.6       4.5
Old  :     100.0:      28.9       83.6       22.7       11.8        0.1       25.9        0.0        0.1       17.7        0.0        0.0:      4.6       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         11          .          .          .          .          0          .          .          0          0:
Old  :        23:        12         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       86.8       88.8       93.3       68.0       83.4       85.8       87.3
Old  :                 68.1       86.8       88.8       93.3       68.0       83.4       85.8       87.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                                                                Code-064ERN
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    60,051:    18,646     49,771     13,545      7,385        260     15,110          0         30      9,850          0          0:    2,610     2,605
Old  :    60,051:    18,646     49,771     13,545      7,385        260     15,110          0         30      9,850          0          0:    2,610     2,605
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,150:         0        125          0      1,000          0      1,000          0          0          0          0          0:      150        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.1       82.9       22.6       12.3        0.4       25.2        0.0        0.0       16.4        0.0        0.0:      4.3       4.3
Old  :     100.0:      31.1       82.9       22.6       12.3        0.4       25.2        0.0        0.0       16.4        0.0        0.0:      4.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         11          .          .          .          .          0          .          .          0          0:
Old  :        21:        12         11          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       90.1       90.3       94.0       69.3       87.8       89.4       90.7
Old  :                 69.7       90.1       90.3       94.0       69.3       87.8       89.4       90.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EUY
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    63,395:    21,695     55,915     12,361      2,605        810      5,100         25        695     19,004          0        815:    2,915     2,530
Old  :    63,395:    21,695     55,915     12,361      2,605        810      5,100         25        695     19,004          0        815:    2,915     2,530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,740:     1,185      3,290      1,495       -400          0       -715         25         80        745          0          0:      -50      -255
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.2       88.2       19.5        4.1        1.3        8.0        0.0        1.1       30.0        0.0        1.3:      4.6       4.0
Old  :     100.0:      34.2       88.2       19.5        4.1        1.3        8.0        0.0        1.1       30.0        0.0        1.3:      4.6       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        18         11          .          .          .          .          .          .          5          0          .:
Old  :        32:        18         11          .          .          .          .          .          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       82.3       78.0       92.6       57.2       81.1       75.6       89.0
Old  :                 59.5       82.3       78.0       92.6       57.2       81.1       75.6       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EUZ
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    53,620:    21,110     45,775     11,481      3,165        660      5,000         15        805     10,979          0        845:    2,740     2,355
Old  :    53,620:    21,110     45,775     11,481      3,165        660      5,000         15        805     10,979          0        845:    2,740     2,355
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     2,605:     1,085      3,075      1,545       -300        -10       -715         15         90        670          0       -100:       40      -165
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.4       85.4       21.4        5.9        1.2        9.3        0.0        1.5       20.5        0.0        1.6:      5.1       4.4
Old  :     100.0:      39.4       85.4       21.4        5.9        1.2        9.3        0.0        1.5       20.5        0.0        1.6:      5.1       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        19         11          .          .          .          .          .          .          5          0          .:
Old  :        32:        19         11          .          .          .          .          .          .          5          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.9       79.9       76.1       91.6       50.8       78.8       73.0       87.8
Old  :                 53.9       79.9       76.1       91.6       50.8       78.8       73.0       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                                                          Code-064EVG
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    22,240:    12,090     12,535      2,240          0        915         65      4,190        440      2,920      1,085        375:    3,195     2,700
Old  :    22,240:    12,090     12,535      2,240          0        915         65      4,190        440      2,920      1,085        375:    3,195     2,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,000:       400        590        540          0       -500         65        -35        -65          0        300          0:      560       710
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       56.4       10.1        0.0        4.1        0.3       18.8        2.0       13.1        4.9        1.7:     14.4      12.1
Old  :     100.0:      54.4       56.4       10.1        0.0        4.1        0.3       18.8        2.0       13.1        4.9        1.7:     14.4      12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         10          .          0          .          .          .          .          .          .          .:
Old  :        25:        12         10          .          0          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       66.6       73.7       82.7       46.6       65.6       67.2       77.4
Old  :                 50.2       66.6       73.7       82.7       46.6       65.6       67.2       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                                                                                                         Code-064EVH
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    21,330:    11,425     12,310      2,080          0        915          0      4,190        440      3,930      1,235        120:    2,420     2,120
Old  :    21,330:    11,425     12,310      2,080          0        915          0      4,190        440      3,930      1,235        120:    2,420     2,120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,000:       400        650        605        -20       -310          0        -35        -65          0        300          0:      370       480
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       57.7        9.8        0.0        4.3        0.0       19.6        2.1       18.4        5.8        0.6:     11.3       9.9
Old  :     100.0:      53.6       57.7        9.8        0.0        4.3        0.0       19.6        2.1       18.4        5.8        0.6:     11.3       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12          8          .          0          .          0          .          .          .          .          .:
Old  :        24:        12          8          .          0          .          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       69.3       77.0       86.8       54.1       68.5       72.4       81.5
Old  :                 54.7       69.3       77.0       86.8       54.1       68.5       72.4       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                                                            Code-064EWU
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    76,050:    42,125     43,270      6,215          0      2,140      2,005     20,930      1,110     15,360      1,500      1,270:    5,825     5,830
Old  :    76,050:    42,125     43,270      6,215          0      2,140      2,005     20,930      1,110     15,360      1,500      1,270:    5,825     5,830
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       280:        90     -1,135        350          0          0          0      1,260        -25        -50          0          0:      -85       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       56.9        8.2        0.0        2.8        2.6       27.5        1.5       20.2        2.0        1.7:      7.7       7.7
Old  :     100.0:      55.4       56.9        8.2        0.0        2.8        2.6       27.5        1.5       20.2        2.0        1.7:      7.7       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         10          .          0          .          .          .          .          4          .          .:
Old  :        30:        16         10          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.9       71.5       74.3       84.6       57.3       69.9       70.0       81.8
Old  :                 60.9       71.5       74.3       84.6       57.3       69.9       70.0       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                                                           Code-064EWV
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    69,800:    42,100     38,500      5,940          0      1,755      1,960     20,930      1,100     11,075      1,500      1,270:    4,600     4,745
Old  :    69,800:    42,100     38,500      5,940          0      1,755      1,960     20,930      1,100     11,075      1,500      1,270:    4,600     4,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       145:      -110     -1,285        350          0        -50          0      1,260        -25        -50          0          0:       30       245
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       55.2        8.5        0.0        2.5        2.8       30.0        1.6       15.9        2.1        1.8:      6.6       6.8
Old  :     100.0:      60.3       55.2        8.5        0.0        2.5        2.8       30.0        1.6       15.9        2.1        1.8:      6.6       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        16         12          .          0          .          .          .          .          4          .          .:
Old  :        30:        16         12          .          0          .          .          .          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       74.8       74.2       85.7       55.1       73.1       69.6       82.2
Old  :                 58.8       74.8       74.2       85.7       55.1       73.1       69.6       82.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064EXE
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    64,426:    38,192     21,659          0     20,426          0     17,450          0      2,465         58     13,675      2,005:    4,256     4,196
Old  :    64,426:    38,192     21,659          0     20,426          0     17,450          0      2,465         58     13,675      2,005:    4,256     4,196
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       785:        51     -1,519          0      1,940          0        920          0       -345          0        500          0:      159       209
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       33.6        0.0       31.7        0.0       27.1        0.0        3.8        0.1       21.2        3.1:      6.6       6.5
Old  :     100.0:      59.3       33.6        0.0       31.7        0.0       27.1        0.0        3.8        0.1       21.2        3.1:      6.6       6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         11          0          .          0          .          0          .          .          .          .:
Old  :        28:        18         11          0          .          0          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       70.6       75.7       87.4       51.6       67.2       71.7       80.6
Old  :                 55.4       70.6       75.7       87.4       51.6       67.2       71.7       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064EXF
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    52,705:    35,674     17,435          0     17,772        175      8,095          0      2,780         58      8,890      2,775:    3,148     2,878
Old  :    52,705:    35,674     17,435          0     17,772        175      8,095          0      2,780         58      8,890      2,775:    3,148     2,878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,940:     1,451       -729          0      2,040          0        610          0       -370          0        700        100:      149       199
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       33.1        0.0       33.7        0.3       15.4        0.0        5.3        0.1       16.9        5.3:      6.0       5.5
Old  :     100.0:      67.7       33.1        0.0       33.7        0.3       15.4        0.0        5.3        0.1       16.9        5.3:      6.0       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         10          0          .          .          .          0          .          .          .          .:
Old  :        28:        18         10          0          .          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       64.7       75.8       87.7       48.1       57.8       63.6       71.6
Old  :                 55.6       64.7       75.8       87.7       48.1       57.8       63.6       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                                                                    Code-064FHK
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   185,476:    96,888     87,839     16,110        150      8,727      4,698     17,520      6,562      1,450     13,467      4,275:   46,766    46,936
Old  :   185,476:    96,888     87,839     16,110        150      8,727      4,698     17,520      6,562      1,450     13,467      4,275:   46,766    46,936
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     6,155:     1,983      2,698     -2,200        -75      1,610      1,860        395       -825         50     -1,555      1,040:    2,637     2,867
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.2       47.4        8.7        0.1        4.7        2.5        9.4        3.5        0.8        7.3        2.3:     25.2      25.3
Old  :     100.0:      52.2       47.4        8.7        0.1        4.7        2.5        9.4        3.5        0.8        7.3        2.3:     25.2      25.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         29          .          .          .          .          .          .          .          5          4:
Old  :        44:        25         29          .          .          .          .          .          .          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       33.7       61.6       47.2       37.3       31.1       49.2       40.3
Old  :                 43.9       33.7       61.6       47.2       37.3       31.1       49.2       40.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                                                                   Code-064FHL
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   150,419:    72,879     82,506     19,226          0      5,133      5,008      6,520      5,841      1,450      9,127      4,520:   36,362    36,772
Old  :   150,419:    72,879     82,506     19,226          0      5,133      5,008      6,520      5,841      1,450      9,127      4,520:   36,362    36,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     3,405:       925      2,430     -1,435          0       -315      1,260         85       -890         50     -1,920      1,220:    2,590     2,795
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       54.9       12.8        0.0        3.4        3.3        4.3        3.9        1.0        6.1        3.0:     24.2      24.4
Old  :     100.0:      48.5       54.9       12.8        0.0        3.4        3.3        4.3        3.9        1.0        6.1        3.0:     24.2      24.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        21         26          .          0          .          .          .          .          .          5          4:
Old  :        41:        21         26          .          0          .          .          .          .          .          5          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       31.0       61.4       46.0       38.8       25.7       45.6       36.2
Old  :                 48.5       31.0       61.4       46.0       38.8       25.7       45.6       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKA
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    64,660:    31,470     30,085     17,151      6,416      7,119      1,245      9,090      2,215          0      4,760          0:    5,460     4,975
Old  :    64,660:    31,470     30,085     17,151      6,416      7,119      1,245      9,090      2,215          0      4,760          0:    5,460     4,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       225:       -50        175     -1,010       -800        905        100          0        -40          0          0          0:      320       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.7       46.5       26.5        9.9       11.0        1.9       14.1        3.4        0.0        7.4        0.0:      8.4       7.7
Old  :     100.0:      48.7       46.5       26.5        9.9       11.0        1.9       14.1        3.4        0.0        7.4        0.0:      8.4       7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         16          .          .          .          .          .          .          0          .          0:
Old  :        27:        13         16          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       50.8       78.1       71.2       49.7       43.2       63.0       57.5
Old  :                 58.5       50.8       78.1       71.2       49.7       43.2       63.0       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKB
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    56,309:    29,955     20,705      8,011      4,106      8,813        990     10,190      2,275          0      4,135          0:    6,265     6,085
Old  :    56,309:    29,955     20,705      8,011      4,106      8,813        990     10,190      2,275          0      4,135          0:    6,265     6,085
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :      -265:       350        -10       -660       -240        170          0          0          0          0          0          0:     -125      -185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       36.8       14.2        7.3       15.7        1.8       18.1        4.0        0.0        7.3        0.0:     11.1      10.8
Old  :     100.0:      53.2       36.8       14.2        7.3       15.7        1.8       18.1        4.0        0.0        7.3        0.0:     11.1      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         17          .          .          .          .          .          .          0          .          0:
Old  :        26:        15         17          .          .          .          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.7       52.5       71.7       74.9       40.0       41.6       52.2       52.4
Old  :                 51.7       52.5       71.7       74.9       40.0       41.6       52.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                                                                 Code-064FKC
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    46,115:    12,225     28,565          0      8,720      2,930     24,015          0      1,330        480          0      1,200:    3,935     3,370
Old  :    46,115:    12,225     28,565          0      8,720      2,930     24,015          0      1,330        480          0      1,200:    3,935     3,370
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,180:       -70        -75          0      1,245        -45      1,200          0          0          0          0          0:       95        55
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.5       61.9        0.0       18.9        6.4       52.1        0.0        2.9        1.0        0.0        2.6:      8.5       7.3
Old  :     100.0:      26.5       61.9        0.0       18.9        6.4       52.1        0.0        2.9        1.0        0.0        2.6:      8.5       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         17          0          .          .          .          0          .          .          0          .:
Old  :        25:        11         17          0          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.8       61.3       81.0       76.0       64.4       57.3       67.4       67.5
Old  :                 69.8       61.3       81.0       76.0       64.4       57.3       67.4       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                                                                Code-064FKD
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    56,295:     8,070     41,295          0      8,065      2,725     41,045        280      1,100        480          0      1,200:    1,675     1,630
Old  :    56,295:     8,070     41,295          0      8,065      2,725     41,045        280      1,100        480          0      1,200:    1,675     1,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,180:      -100       -130          0      1,200        -20      1,200          0          0          0          0          0:      100       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.3       73.4        0.0       14.3        4.8       72.9        0.5        2.0        0.9        0.0        2.1:      3.0       2.9
Old  :     100.0:      14.3       73.4        0.0       14.3        4.8       72.9        0.5        2.0        0.9        0.0        2.1:      3.0       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        10         15          0          .          .          .          .          .          .          0          .:
Old  :        23:        10         15          0          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 89.0       66.4       94.4       82.6       83.0       61.5       84.1       76.2
Old  :                 89.0       66.4       94.4       82.6       83.0       61.5       84.1       76.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                                                                    Code-064FKE
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   149,009:    82,739     81,807      6,200      8,792     15,645      4,925      7,845      6,690      4,070          0          0:   28,740    28,230
Old  :   149,009:    82,739     81,807      6,200      8,792     15,645      4,925      7,845      6,690      4,070          0          0:   28,740    28,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     5,452:     1,357      3,677        630     -2,180        680        300      1,300          0          0          0          0:    2,485     1,975
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       54.9        4.2        5.9       10.5        3.3        5.3        4.5        2.7        0.0        0.0:     19.3      18.9
Old  :     100.0:      55.5       54.9        4.2        5.9       10.5        3.3        5.3        4.5        2.7        0.0        0.0:     19.3      18.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        25         26          .          .          .          .          .          .          .          0          0:
Old  :        36:        25         26          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       43.4       52.1       62.8       26.4       30.5       37.4       40.4
Old  :                 35.5       43.4       52.1       62.8       26.4       30.5       37.4       40.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                                                                   Code-064FKF
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :   121,885:    72,265     61,780      6,110     17,050     12,135         25      2,720     10,155      3,670          0          0:   17,525    18,045
Old  :   121,885:    72,265     61,780      6,110     17,050     12,135         25      2,720     10,155      3,670          0          0:   17,525    18,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :     1,110:       900        400        500       -465        220          0      1,200       -400          0          0          0:     -110       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       50.7        5.0       14.0       10.0        0.0        2.2        8.3        3.0        0.0        0.0:     14.4      14.8
Old  :     100.0:      59.3       50.7        5.0       14.0       10.0        0.0        2.2        8.3        3.0        0.0        0.0:     14.4      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        22         22          .          .          .          .          .          .          .          0          0:
Old  :        32:        22         22          .          .          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       46.3       63.5       66.9       30.3       34.3       40.2       43.5
Old  :                 42.2       46.3       63.5       66.9       30.3       34.3       40.2       43.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                                                                                                           Code-064FZA
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,925:    20,710     15,730          0      9,895      1,715      4,275        300          0      1,125          0        550:    1,550     1,735
Old  :    29,925:    20,710     15,730          0      9,895      1,715      4,275        300          0      1,125          0        550:    1,550     1,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       145:       300       -185          0        300       -175          0          0          0          0          0          0:       20       205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       52.6        0.0       33.1        5.7       14.3        1.0        0.0        3.8        0.0        1.8:      5.2       5.8
Old  :     100.0:      69.2       52.6        0.0       33.1        5.7       14.3        1.0        0.0        3.8        0.0        1.8:      5.2       5.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Old  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.4       79.4       82.7       90.1       61.0       73.7       78.6       82.5
Old  :                 61.4       79.4       82.7       90.1       61.0       73.7       78.6       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                                                                                                          Code-064FZB
Disaggregated Commitments of Traders - Futures Only, May 05, 2020                                                                                            
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :Megawatt Hours (MWh)                                                                                                    :
     :          :    Positions                                                                                                           :
All  :    29,925:    21,650     14,885          0     10,825      1,515      3,850        300          0        675          0        500:    1,735     1,900
Old  :    29,925:    21,650     14,885          0     10,825      1,515      3,850        300          0        675          0        500:    1,735     1,900
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 28, 2020                                                                   :
     :       300:       300       -205          0        300       -175          0          0          0          0          0          0:      175       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       49.7        0.0       36.2        5.1       12.9        1.0        0.0        2.3        0.0        1.7:      5.8       6.3
Old  :     100.0:      72.3       49.7        0.0       36.2        5.1       12.9        1.0        0.0        2.3        0.0        1.7:      5.8       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Old  :        22:        13         10          0          .          .          .          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.2       79.5       82.8       89.8       64.9       74.4       79.0       83.0
Old  :                 65.2       79.5       82.8       89.8       64.9       74.4       79.0       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated May 08, 2020