Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    19,157                :
: Positions                                                                                                    :
:   13,237    10,572       723       221     1,308       510     1,395       180       417     2,794     1,803 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -1,114    -1,237      -540      -256       375      -147         0         0        26      -215      -274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      55.2       3.8       1.2       6.8       2.7       7.3       0.9       2.2      14.6       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         4         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV   (Contracts of 800 MWh)                                        :
CFTC Code #064363                                                    Open Interest is    13,830                :
: Positions                                                                                                    :
:    6,924     7,489       663     4,123     1,211     2,975        80       166       641       546         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       14       580         0       264         0       -50      -100       166       146       166         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.1      54.2       4.8      29.8       8.8      21.5       0.6       1.2       4.6       3.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       14        16         .         .         .         4         .         .         5         6         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    40,191                :
: Positions                                                                                                    :
:   27,780    34,241     5,262         0     2,086         0     1,468        46     3,970     1,305     1,045 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -2,674    -1,502      -679         0       145         0      -300         0       375    -1,295       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      85.2      13.1       0.0       5.2       0.0       3.7       0.1       9.9       3.2       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        21         .         0         .         0         4         .         4         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 MWh)                                      :
CFTC Code #064392                                                    Open Interest is    29,206                :
: Positions                                                                                                    :
:   22,931    24,663       495       952     1,637         0       476       453     2,975       550       475 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -1,705    -2,345      -174       131       -60         0        25       -25      -700      -150       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      84.4       1.7       3.3       5.6       0.0       1.6       1.6      10.2       1.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        16         .         .         .         0         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 50 Megawatt Hours)                             :
CFTC Code #064394                                                    Open Interest is   143,046                :
: Positions                                                                                                    :
:  119,561    91,558     2,472    21,426     6,748     2,439     5,374     6,028     1,302     5,013     3,914 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -339    -2,267       225    -1,141       689        29       175      -160      -277       123       121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      64.0       1.7      15.0       4.7       1.7       3.8       4.2       0.9       3.5       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       26        31         .         .         4         .         5         5         5         7         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    76,041                :
: Positions                                                                                                    :
:   61,419    57,441     5,335     8,834     3,772       325     1,822     1,969     2,588     1,550       633 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    1,472     1,157         0       175        77         0       165       -75       175       150       125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.8      75.5       7.0      11.6       5.0       0.4       2.4       2.6       3.4       2.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        21         .         .         .         .         4         .         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV   (Contracts of 25 Megawatt Hours)                         :
CFTC Code #064396                                                    Open Interest is    34,549                :
: Positions                                                                                                    :
:   31,978    23,735     1,096     8,890       600         0       600         0       275       124       600 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      750       580      -120        25        60         0         0         0       -25         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.6      68.7       3.2      25.7       1.7       0.0       1.7       0.0       0.8       0.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       10        14         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                     :
CFTC Code #06439A                                                    Open Interest is    61,919                :
: Positions                                                                                                    :
:   34,598    24,921       585    25,330     4,793    15,737       110       218     1,098     1,287     4,860 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      221      -708       -81       656      -219         0        50         0        20      -210       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      40.2       0.9      40.9       7.7      25.4       0.2       0.4       1.8       2.1       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        20         .         4         5         4         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    83,029                :
: Positions                                                                                                    :
:   47,090    28,879         0    40,991     5,884    24,687     1,260       335     1,079     1,977     3,470 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      610        94         0       215       -23       -65         0         0         7         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      34.8       0.0      49.4       7.1      29.7       1.5       0.4       1.3       2.4       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        23         0         4         4         6         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    74,752                :
: Positions                                                                                                    :
:   55,116    50,481    10,874    18,551     2,295       700        25         0     1,905       447     2,158 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -605      -385       -10         0         0         0         0         0      -210         0       115 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      67.5      14.5      24.8       3.1       0.9       0.0       0.0       2.5       0.6       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        20         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    94,122                :
: Positions                                                                                                    :
:   65,670    55,115    20,098    33,879       849       700         0         0     2,058       656     2,700 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -760      -400       -65       180       -10         0         0         0         0       -81         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      58.6      21.4      36.0       0.9       0.7       0.0       0.0       2.2       0.7       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        22         5         .         4         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    44,975                :
: Positions                                                                                                    :
:   29,578    40,708    11,004         0     3,424         0         0         0       325       195       230 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      905       470      -438         0       360         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      90.5      24.5       0.0       7.6       0.0       0.0       0.0       0.7       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   50 Mwh                                                  :
CFTC Code #06439L                                                    Open Interest is    26,873                :
: Positions                                                                                                    :
:   23,682    17,774         0     6,000     2,156         0       600         0       460       306        35 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      161      -549         0       707       130         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      66.1       0.0      22.3       8.0       0.0       2.2       0.0       1.7       1.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       17        16         0         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   800 Mwh                                                 :
CFTC Code #06439R                                                    Open Interest is    93,446                :
: Positions                                                                                                    :
:   57,427    67,119       320    10,645     9,102     9,701     1,256     1,939    12,192       888     2,337 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      979      -706         0       567      -147      -935       283       318       109       -43       144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      71.8       0.3      11.4       9.7      10.4       1.3       2.1      13.0       1.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        30         .         .         .         7         .         6        12         .         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345K RT OFFPK DLY  - ICE FUTURES ENERGY DIV   50MWh                                                :
CFTC Code #0643A7                                                    Open Interest is    30,798                :
: Positions                                                                                                    :
:   26,583    22,335       632     7,296       136     2,895       192         0       312        96         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      72.5       2.1      23.7       0.4       9.4       0.6       0.0       1.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        10         .         .         .         .         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643A8                                                    Open Interest is    41,201                :
: Positions                                                                                                    :
:   29,774    31,534         0     6,369     1,896       200       500         0     8,766       300       275 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    1,540       640         0       600         0         0       300         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      76.5       0.0      15.5       4.6       0.5       1.2       0.0      21.3       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        18         0         .         .         .         .         0         5         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    50,851                :
: Positions                                                                                                    :
:   36,376    46,385     9,862         0     3,736         0         0         0       475       123       277 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    1,031       834      -182         0       237         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      91.2      19.4       0.0       7.3       0.0       0.0       0.0       0.9       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       22        18         .         0         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    38,466                :
: Positions                                                                                                    :
:   31,793    25,353         0     5,516     5,160         0     1,720         0        80       460       120 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      579       391         0        77       -87         0         0         0      -110        25       110 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.7      65.9       0.0      14.3      13.4       0.0       4.5       0.0       0.2       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        21         0         .         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    67,132                :
: Positions                                                                                                    :
:   52,261    62,067     6,959        80     3,840         0         0         0     2,297       800         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -1,330       -98       100         0         0         0         0         0       -15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      92.5      10.4       0.1       5.7       0.0       0.0       0.0       3.4       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        13         5         .         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    70,862                :
: Positions                                                                                                    :
:   58,536    62,962     4,008     3,074     3,776         0         0         0     2,741       680        60 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -1,197       -43       189         0         0         0         0         0      -236        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      88.9       5.7       4.3       5.3       0.0       0.0       0.0       3.9       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        13         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                     :
CFTC Code #0643BF                                                    Open Interest is    77,958                :
: Positions                                                                                                    :
:   62,642    71,370     9,379       871     3,499       309         0        55     1,198     1,511       622 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -15       -57        20        25         0         0         0         0      -100       -63        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      91.5      12.0       1.1       4.5       0.4       0.0       0.1       1.5       1.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        25         5         .         4         .         0         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is   100,737                :
: Positions                                                                                                    :
:   79,267    89,557    11,438       811     5,287       315     1,440       205     2,117     1,595     1,760 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      841       981       116        25         0         6        44         6       -71      -213       165 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      88.9      11.4       0.8       5.2       0.3       1.4       0.2       2.1       1.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       23        27         5         .         .         4         5         .         .         5         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    58,092                :
: Positions                                                                                                    :
:   39,809    49,787    17,553     2,154        60         0     3,391        50       425     2,475       175 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      450       325         0        50         0         0        25         0         0        50         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      85.7      30.2       3.7       0.1       0.0       5.8       0.1       0.7       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        11         .         .         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV   25MWh                                                          :
CFTC Code #0643BR                                                    Open Interest is    50,750                :
: Positions                                                                                                    :
:   38,555    48,560    10,106         0       815         0       225         0       549       425       725 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      175     1,570     1,395         0       -60         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      95.7      19.9       0.0       1.6       0.0       0.4       0.0       1.1       0.8       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                          :
CFTC Code #0643BS                                                    Open Interest is    63,710                :
: Positions                                                                                                    :
:   45,388    58,897    14,585       370     1,722       700       110         0       656     1,780       555 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -67       197       263         0        64         0         0         0        -9       -25        27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      92.4      22.9       0.6       2.7       1.1       0.2       0.0       1.0       2.8       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        19         4         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    70,907                :
: Positions                                                                                                    :
:   52,279    62,494    13,886       686       130       387     2,702     1,625     1,129     1,634     1,235 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -523      -426       449        50        95       -65       302      -265        -3       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      88.1      19.6       1.0       0.2       0.5       3.8       2.3       1.6       2.3       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        16         .         .         .         5         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    26,490                :
: Positions                                                                                                    :
:   16,117    25,101     9,905         0       138         0       565         0         0       231         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      446       250       -85         0        18         0         0         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      94.8      37.4       0.0       0.5       0.0       2.1       0.0       0.0       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         4         0         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643BX                                                    Open Interest is    25,431                :
: Positions                                                                                                    :
:   15,085    24,921     9,721         0       165         0        25         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      120        -5        -2         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      98.0      38.2       0.0       0.6       0.0       0.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        10         5         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    34,209                :
: Positions                                                                                                    :
:   28,244    26,496     2,695     3,627     1,091        30       614       345        52       900     1,114 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -446       -38      -141        35        -3         0         0        10         0        -1        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      77.5       7.9      10.6       3.2       0.1       1.8       1.0       0.2       2.6       3.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        17         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV   50 Mwh                                                       :
CFTC Code #0643BZ                                                    Open Interest is    21,406                :
: Positions                                                                                                    :
:   17,431    17,724     1,708         0       133         0     1,485         0       510       885       316 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -47      -778      -227         0         0         0         0         0         0         5         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      82.8       8.0       0.0       0.6       0.0       6.9       0.0       2.4       4.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        13         .         0         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    61,319                :
: Positions                                                                                                    :
:   46,979    37,522     6,801    17,234       417     2,837     4,181        76     2,623       355     1,036 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      560       633        32      -195      -139        50       224         0        85        60        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      61.2      11.1      28.1       0.7       4.6       6.8       0.1       4.3       0.6       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        23         5         .         5         4         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   50MWh                                                        :
CFTC Code #0643C4                                                    Open Interest is    38,186                :
: Positions                                                                                                    :
:   32,810    19,059     2,481    16,115       819       350       290       612       398       622       573 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -291      -140        41       -15       -60         0       -50        45         0       -50        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      49.9       6.5      42.2       2.1       0.9       0.8       1.6       1.0       1.6       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        22         5         .         .         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    18,707                :
: Positions                                                                                                    :
:    9,678    16,831     6,894         0     1,009         0       401       226       750       225         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -745      -620      -123         0         0         0      -208         0        25       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      90.0      36.9       0.0       5.4       0.0       2.1       1.2       4.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        14         .         0         .         0         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV   25 MWh                                                         :
CFTC Code #0643CC                                                    Open Interest is    19,273                :
: Positions                                                                                                    :
:    9,591    16,723     6,977         0     2,075         0       300         0       500       175         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -32      -593      -578         0       165         0         0         0         0       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      86.8      36.2       0.0      10.8       0.0       1.6       0.0       2.6       0.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         0         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                        :
CFTC Code #0643CJ                                                    Open Interest is    10,661                :
: Positions                                                                                                    :
:    9,449     7,345       161       650       701         0       735         0       125     1,025        25 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      165        20         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      68.9       1.5       6.1       6.6       0.0       6.9       0.0       1.2       9.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                           :
CFTC Code #0643CK                                                    Open Interest is    10,894                :
: Positions                                                                                                    :
:    9,752     6,550        63       650       744         0       725         0       125     1,450         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      165      -575       -50         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      60.1       0.6       6.0       6.8       0.0       6.7       0.0       1.1      13.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        10         .         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is    13,722                :
: Positions                                                                                                    :
:    7,593    11,367     4,153     1,365        35         0        40         0     1,025       100       565 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -87      -200       325       650       -20         0         0         0       140      -235       -45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      82.8      30.3       9.9       0.3       0.0       0.3       0.0       7.5       0.7       4.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is    13,614                :
: Positions                                                                                                    :
:    7,248    11,355     4,245     1,365        39         0        40         0     1,295       100       465 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -58      -200       325       650       -24         0         0         0       375         0      -145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      83.4      31.2      10.0       0.3       0.0       0.3       0.0       9.5       0.7       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    36,803                :
: Positions                                                                                                    :
:   24,555    31,881     7,330         0     1,045       120         0        30       900     1,230     2,365 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       45       418       400         0        90         0         0         0         0       150      -150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      86.6      19.9       0.0       2.8       0.3       0.0       0.1       2.4       3.3       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        10         .         0         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    36,774                :
: Positions                                                                                                    :
:   24,635    32,207     6,895         0       995       120         0        30       935       700     2,620 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -150       398       360         0       130         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      87.6      18.7       0.0       2.7       0.3       0.0       0.1       2.5       1.9       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        11         .         0         .         .         0         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   109,064                :
: Positions                                                                                                    :
:   83,447    83,366    17,634    13,103     3,295     1,295       350       220       540     6,928       733 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      610       427    -1,102        34       317         0         0         0        40       -82      -125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      76.4      16.2      12.0       3.0       1.2       0.3       0.2       0.5       6.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       33        27         5         .         4         .         .         .         .         6         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   124,356                :
: Positions                                                                                                    :
:   92,959   100,122    20,726     9,299     4,814     1,739     1,300       281       785     5,867     1,686 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    1,382       -67    -1,099       565       -48         0         0       100       100       242      -133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      80.5      16.7       7.5       3.9       1.4       1.0       0.2       0.6       4.7       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       35        32         .         4         5         .         .         .         4         8         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   286,140                :
: Positions                                                                                                    :
:  153,073   200,941    40,217     3,722    36,027    14,054     8,240    13,361    16,525     9,908    11,906 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:   -2,367    -6,210    -1,577        97     3,344       530       795       267    -1,140      -509       153 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      70.2      14.1       1.3      12.6       4.9       2.9       4.7       5.8       3.5       4.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       36        36         5         .         4         8        10         9        14        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    16,962                :
: Positions                                                                                                    :
:    7,881    14,540     2,452       115       944     1,200       600         0     4,010         0        75 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -55      -678      -210       -10        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.5      85.7      14.5       0.7       5.6       7.1       3.5       0.0      23.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16         7         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    15,901                :
: Positions                                                                                                    :
:    6,453    13,958     3,547        90       564       250       600         0     4,345         0        15 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -45      -674      -210         0        90         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      87.8      22.3       0.6       3.5       1.6       3.8       0.0      27.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         6         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643ID                                                    Open Interest is     8,898                :
: Positions                                                                                                    :
:    3,998     8,345       600         0         0       450         0         0     3,850       551         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -247      -250         0         0         0         0         0         0         0         1         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.9      93.8       6.7       0.0       0.0       5.1       0.0       0.0      43.3       6.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        15         .         0         0         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    78,511                :
: Positions                                                                                                    :
:   53,454    53,893    16,768    12,386         0         0     3,943       140         0         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    2,028     2,048       -55         0         0         0       -75       -25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      68.6      21.4      15.8       0.0       0.0       5.0       0.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        20         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    65,289                :
: Positions                                                                                                    :
:   44,245    41,819    13,879    12,035         0         0     4,270       235         0         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      426       656       230         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      64.1      21.3      18.4       0.0       0.0       6.5       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        20         .         .         0         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064BFI                                                    Open Interest is    26,245                :
: Positions                                                                                                    :
:    7,255    18,855    12,315     1,335     1,355       150     1,380         0     1,990         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      260      -150        55       465      -180         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.6      71.8      46.9       5.1       5.2       0.6       5.3       0.0       7.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8        13         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                         :
CFTC Code #064BFJ                                                    Open Interest is    23,330                :
: Positions                                                                                                    :
:    6,390    16,350    10,770     1,540     1,930       150     1,290        25     2,010         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      145      -465         0       610      -240         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      70.1      46.2       6.6       8.3       0.6       5.5       0.1       8.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        13         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    59,517                :
: Positions                                                                                                    :
:   29,551    20,315     8,410    24,431       660    10,590     3,170     5,760         0       810       175 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      306       656       700         0         0       -50       300       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      34.1      14.1      41.0       1.1      17.8       5.3       9.7       0.0       1.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        18         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    39,650                :
: Positions                                                                                                    :
:   19,710    19,739     8,780    11,256       820     2,485         0     4,315         0       385       300 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:    1,974     2,364       400         0         0       -10         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      49.8      22.1      28.4       2.1       6.3       0.0      10.9       0.0       1.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        18         .         .         .         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    28,580                :
: Positions                                                                                                    :
:   21,820     8,950     3,740     2,885       400       535    14,610       730         0         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -60       -10         0       -50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      31.3      13.1      10.1       1.4       1.9      51.1       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is   101,751                :
: Positions                                                                                                    :
:   53,090    30,356     7,766    41,535     3,260    14,905     2,260       230         0       860     2,495 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      310      -150       100       185         0         0         0         0         0       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      29.8       7.6      40.8       3.2      14.6       2.2       0.2       0.0       0.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        21         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    96,104                :
: Positions                                                                                                    :
:   48,099    28,504     8,185    36,380     3,130    15,565     2,375       165         0     3,785     1,155 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       25      -425         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.0      29.7       8.5      37.9       3.3      16.2       2.5       0.2       0.0       3.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        20         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    25,318                :
: Positions                                                                                                    :
:   13,301     6,453     1,350     2,258     1,047     3,695     7,210       315       360     3,700       725 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      199       174      -100       -15         0       225        75         0         0        90       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      25.5       5.3       8.9       4.1      14.6      28.5       1.2       1.4      14.6       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    25,403                :
: Positions                                                                                                    :
:   12,811     6,653     1,495     2,818       638     3,695     9,660       315       300        65     1,985 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       -1       174      -100       -15         0       225       -25         0        75        65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      26.2       5.9      11.1       2.5      14.5      38.0       1.2       1.2       0.3       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        11         .         .         .         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EJI                                                    Open Interest is    32,844                :
: Positions                                                                                                    :
:   15,009    11,790       951    11,880     1,145    12,175       115         0         0     4,895       940 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      105        30      -150      -225         0         0         0         0         0       150       120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.7      35.9       2.9      36.2       3.5      37.1       0.4       0.0       0.0      14.9       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         7         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.JCPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EJJ                                                    Open Interest is    29,692                :
: Positions                                                                                                    :
:   13,168     9,710       782    11,230     1,001    12,175       100         0         0     5,455       410 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      105        30      -150      -225       159         0         0         0         0       150       220 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.3      32.7       2.6      37.8       3.4      41.0       0.3       0.0       0.0      18.4       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         6         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    55,191                :
: Positions                                                                                                    :
:   17,741    46,240     8,199     5,590        95    15,835         0        45    10,170         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -90       285       400        50      -105         0         0         0        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.1      83.8      14.9      10.1       0.2      28.7       0.0       0.1      18.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064ERN                                                    Open Interest is    57,789                :
: Positions                                                                                                    :
:   19,734    47,785     8,775     6,345       305    16,010         0        45     9,765         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0        60        60         0       -35         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.1      82.7      15.2      11.0       0.5      27.7       0.0       0.1      16.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        12         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    55,175                :
: Positions                                                                                                    :
:   21,040    45,100     5,246     3,835     1,235     6,640         0       915    15,829         0     1,130 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0       -25      -200       -75        50         0         0         0       100         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      81.7       9.5       7.0       2.2      12.0       0.0       1.7      28.7       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        10         .         .         .         4         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    53,310                :
: Positions                                                                                                    :
:   21,200    43,050     4,346     3,820     1,575     6,440         0     1,065    14,704         0     1,080 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       25      -675      -200      -150        65         0         0         0      -650         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      80.8       8.2       7.2       3.0      12.1       0.0       2.0      27.6       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        10         .         .         .         4         0         .         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EVG                                                    Open Interest is    23,300                :
: Positions                                                                                                    :
:   13,140    12,355     4,045         0     1,395       135     5,290       660       555       390     1,235 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      150       200       450         0         0         0       225         0      -175         0       200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.4      53.0      17.4       0.0       6.0       0.6      22.7       2.8       2.4       1.7       5.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        10         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PEPCO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064EVH                                                    Open Interest is    22,065                :
: Positions                                                                                                    :
:   12,005    12,070     3,470         0     1,465        85     5,290       660     1,810       465       520 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      150         0       100         0         0         0       225         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      54.7      15.7       0.0       6.6       0.4      24.0       3.0       8.2       2.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    74,285                :
: Positions                                                                                                    :
:   38,485    44,385     2,400         0     3,245     1,325    16,970     1,325    20,535     1,450     1,485 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      215      -110     1,300         0      -225         0       300         0    -1,175       150       950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      59.7       3.2       0.0       4.4       1.8      22.8       1.8      27.6       2.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        14         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    70,460                :
: Positions                                                                                                    :
:   37,680    41,735     3,785         0     2,395     1,360    16,970     1,300    17,270     1,450     1,470 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      275      -350     1,375         0      -225         0       300         0    -1,550       150       950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      59.2       5.4       0.0       3.4       1.9      24.1       1.8      24.5       2.1       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        16         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    63,777                :
: Positions                                                                                                    :
:   39,627    23,317         0    17,923       530    15,010         0     3,135        83    13,820     1,830 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      200       100         0     1,250       -50       500         0         0         0      -650       950 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      36.6       0.0      28.1       0.8      23.5       0.0       4.9       0.1      21.7       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       20        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    51,969                :
: Positions                                                                                                    :
:   36,618    19,369         0    15,522       880     6,765         0     3,170        83     8,915     2,225 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      300         0         0     1,550      -245       -50         0        15         0    -1,300     1,020 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.5      37.3       0.0      29.9       1.7      13.0       0.0       6.1       0.2      17.2       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        12         0         .         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   176,367                :
: Positions                                                                                                    :
:   97,627    89,920    20,359       806     5,890         0    15,093     9,582     1,400    13,627     3,510 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -260       594       705       101       195         0       125       225       100      -275       225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      51.0      11.5       0.5       3.3       0.0       8.6       5.4       0.8       7.7       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        30         .         .         .         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   149,188                :
: Positions                                                                                                    :
:   83,431    77,988    16,392         0     5,619     1,462     6,065     9,311     1,400    18,692     1,860 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:     -995     1,220     1,215         0       -75       250       -75        15       100      -575         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      52.3      11.0       0.0       3.8       1.0       4.1       6.2       0.9      12.5       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        27         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    65,495                :
: Positions                                                                                                    :
:   33,695    29,425    18,536     9,441     4,909         0     7,605     2,600         0     5,760         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      -25         0       125       100       -55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      44.9      28.3      14.4       7.5       0.0      11.6       4.0       0.0       8.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        16         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    57,025                :
: Positions                                                                                                    :
:   31,425    21,300     8,651     5,441     8,389         0     8,300     2,630         0     5,035         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:       15        15         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      37.4      15.2       9.5      14.7       0.0      14.6       4.6       0.0       8.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        17         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    43,020                :
: Positions                                                                                                    :
:   15,475    27,740     1,365     8,095     2,695    18,635         0       625        30         0     1,350 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0        40       180       -50         0      -180         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.0      64.5       3.2      18.8       6.3      43.3       0.0       1.5       0.1       0.0       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        16         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    48,530                :
: Positions                                                                                                    :
:   10,545    37,435         0     4,345     3,090    31,100         0       930        30         0     1,350 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0         0         0      -180         0      -180         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.7      77.1       0.0       9.0       6.4      64.1       0.0       1.9       0.1       0.0       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        13         0         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   143,551                :
: Positions                                                                                                    :
:   79,875    74,546     1,846    16,300    14,675     5,540     2,035     7,280     5,625         0         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      285       326       101       540      -255       300      -180       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      51.9       1.3      11.4      10.2       3.9       1.4       5.1       3.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       27        25         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   117,916                :
: Positions                                                                                                    :
:   68,446    62,144     3,820    18,091     9,040     4,864     1,820     7,351     4,890        85         0 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:      456       390      -280       110       140       144      -180      -144         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      52.7       3.2      15.3       7.7       4.1       1.5       6.2       4.1       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       24        23         .         .         .         .         .         .         .         .         0 :
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Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
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PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    30,710                :
: Positions                                                                                                    :
:   20,630    15,530         0    10,345     2,370     4,380       300        95     1,125         0       575 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      50.6       0.0      33.7       7.7      14.3       1.0       0.3       3.7       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        10         0         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 3, 2020              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    30,075                :
: Positions                                                                                                    :
:   21,090    14,635         0    11,035     2,280     3,665       300       135       725         0       500 :
:                                                                                                              :
: Changes from:     February 25, 2020                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      48.7       0.0      36.7       7.6      12.2       1.0       0.4       2.4       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         9         0         .         .         .         .         .         .         0         . :
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Updated March 06, 2020