Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COAL (API 2) CIF ARA - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 1,000 METRIC TONS)                         :
CFTC Code #024656                                                    Open Interest is    13,884                :
: Positions                                                                                                    :
:   11,304     8,012       216       807       834         0        48         1        90     2,756       557 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -176        69      -174       -42       193         0         0         0        -6      -406        37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      57.7       1.6       5.8       6.0       0.0       0.3       0.0       0.6      19.9       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         .         0         .         .         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   (Contracts of 400 MWh)                                         :
CFTC Code #064391                                                    Open Interest is    34,139                :
: Positions                                                                                                    :
:   21,396    28,456     2,605         0     3,581       323       100       798     4,365         0     1,071 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -736     1,439       218      -711       387       248      -118      -102       775      -117       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      83.4       7.6       0.0      10.5       0.9       0.3       2.3      12.8       0.0       3.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        22         .         0         .         .         .         .         8         0         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MWh for about 368 Hours)                                :
CFTC Code #064392                                                    Open Interest is    30,121                :
: Positions                                                                                                    :
:   25,216    24,272         0     1,861     1,775         0        98       455     1,390       375     1,285 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:      -27       998         0      -600        35         0       -50         0       115      -260        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      80.6       0.0       6.2       5.9       0.0       0.3       1.5       4.6       1.2       4.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        20         0         .         .         0         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV   (Contracts of 1Megawatt for 368 Hours)                       :
CFTC Code #064394                                                    Open Interest is   130,109                :
: Positions                                                                                                    :
:   93,415    90,380       981    21,821    10,942    17,768     1,985       355     4,544     3,148     1,266 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -4,048    -4,691       420     2,292      -767     1,124        60      -199      -748      -685        96 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      69.5       0.8      16.8       8.4      13.7       1.5       0.3       3.5       2.4       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       28        27         .         5         5         7         4         .         4         7         7 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV   (Contracts of 400 Megawatt Hours)                            :
CFTC Code #064395                                                    Open Interest is    53,718                :
: Positions                                                                                                    :
:   41,193    36,170     1,485    10,890     2,775     5,308        50       257     1,456     2,330     1,169 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,312    -1,356         0      -495      -242        59        50         0       188      -240      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      67.3       2.8      20.3       5.2       9.9       0.1       0.5       2.7       4.3       2.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       20        21         .         .         .         7         .         .         4         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #064396                                                    Open Interest is    30,994                :
: Positions                                                                                                    :
:   27,307    23,570     1,403     3,925       912         0       614        50       903     1,504       419 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,311    -1,250       -91        38       -63         0       -25         0       100       -65        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      76.0       4.5      12.7       2.9       0.0       2.0       0.2       2.9       4.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        17         .         .         .         0         .         .         .         4         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                  :
CFTC Code #06439A                                                    Open Interest is    49,676                :
: Positions                                                                                                    :
:   29,569    18,540     1,848    20,563     3,560    13,340         0         0       181     5,706       906 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -622      -287       -50      -368       168       -50      -162         0        -7       -13       -56 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      37.3       3.7      41.4       7.2      26.9       0.0       0.0       0.4      11.5       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        18         .         4         5         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV   800MWh                                                 :
CFTC Code #06439B                                                    Open Interest is    61,117                :
: Positions                                                                                                    :
:   37,069    21,996     1,212    28,454     3,183    17,088       984         0       227     4,768     1,436 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,573      -462       121    -1,252       182      -344       -72       -10         7       -49       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      36.0       2.0      46.6       5.2      28.0       1.6       0.0       0.4       7.8       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        20         .         4         4         .         4         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                  :
CFTC Code #06439C                                                    Open Interest is    62,170                :
: Positions                                                                                                    :
:   43,639    31,748    13,508    22,012     1,772         0        25         0     1,366     5,280     1,333 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,834    -1,505      -284      -663      -159         0         0         0       -11         0       -78 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      51.1      21.7      35.4       2.9       0.0       0.0       0.0       2.2       8.5       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       18        18         4         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439F                                                    Open Interest is    80,917                :
: Positions                                                                                                    :
:   56,496    32,510    20,340    40,209       810        20         0         5       981     5,401     1,947 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,469    -1,972      -373    -1,192         0       -25         0         0      -229       -78       -19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      40.2      25.1      49.7       1.0       0.0       0.0       0.0       1.2       6.7       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        19         4         .         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA  OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                                         :
CFTC Code #06439K                                                    Open Interest is    32,832                :
: Positions                                                                                                    :
:   22,108    29,692     8,425       140     2,085         0         0         0         0       125         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -938      -185       431      -190        69         0         0         0         0      -202         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      90.4      25.7       0.4       6.4       0.0       0.0       0.0       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14         8         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                              :
CFTC Code #06439L                                                    Open Interest is    30,611                :
: Positions                                                                                                    :
:   26,900    14,315         0    13,641     2,155         0       500         0     1,260         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -683    -1,420         0       720       690         0       -50         0      -125       -68         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      46.8       0.0      44.6       7.0       0.0       1.6       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       16        14         0         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV   1 Mw per Peak Hour                                      :
CFTC Code #06439R                                                    Open Interest is    96,951                :
: Positions                                                                                                    :
:   76,290    71,987       200    11,780     6,482     5,978       245       532     4,201     2,966     2,809 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -5,485    -6,630         0       824       -93      -348       -15       250         9       -69      -722 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      74.3       0.2      12.2       6.7       6.2       0.3       0.5       4.3       3.1       2.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       36        35         .         4         .         6         .         .        11         4        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV   1 Mwh per Peak Hour                                  :
CFTC Code #06439S                                                    Open Interest is    20,356                :
: Positions                                                                                                    :
:   12,956    17,465     4,967     1,250       861       300         0         0       350         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -996      -798       -52         0         0       300         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      85.8      24.4       6.1       4.2       1.5       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV   1 MW                                                    :
CFTC Code #06439U                                                    Open Interest is    18,240                :
: Positions                                                                                                    :
:   11,535    16,479     4,892     1,250       511       300         0         0       350         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -524      -161        73         0       -73       300         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      90.3      26.8       6.9       2.8       1.6       0.0       0.0       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV   1 Mwh per peak hour                                        :
CFTC Code #06439V                                                    Open Interest is    31,148                :
: Positions                                                                                                    :
:   25,386    24,186     2,233         0     3,364         0     3,598         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:    1,020     1,029       -46         0       -58         0       -10         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      77.6       7.2       0.0      10.8       0.0      11.6       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        13         .         0         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV   1 Mwh per Off-Peak Hour                              :
CFTC Code #0643A8                                                    Open Interest is    63,415                :
: Positions                                                                                                    :
:   54,732    47,145         0     9,509     3,724     3,598       200         0       250     1,680       385 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -867    -1,804         0       -98         0      -260       200         0      -900       -35       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      74.3       0.0      15.0       5.9       5.7       0.3       0.0       0.4       2.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       18        17         0         4         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643AZ                                                    Open Interest is    36,828                :
: Positions                                                                                                    :
:   27,533    34,527     7,594         0     1,589         0         0         0       100       220         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,451      -656       735       -25       -70         0         0         0       -50       -66         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      93.8      20.6       0.0       4.3       0.0       0.0       0.0       0.3       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        15         .         0         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV   800 Mwh                                                    :
CFTC Code #0643B3                                                    Open Interest is    42,404                :
: Positions                                                                                                    :
:   39,833    24,531         0    14,507     1,590       565     1,545        20         0       160        50 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,793    -2,283         0       717      -176       -90      -215        20       -50      -153         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.9      57.9       0.0      34.2       3.7       1.3       3.6       0.0       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        17         0         .         .         .         4         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA OFF-PK  - ICE FUTURES ENERGY DIV   1 MW                                                       :
CFTC Code #0643BC                                                    Open Interest is    51,538                :
: Positions                                                                                                    :
:   38,538    48,333     7,620       250     2,420         0         0         0     2,111         0        35 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,804    -3,060      -601       -75       -50         0         0         0      -181         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      93.8      14.8       0.5       4.7       0.0       0.0       0.0       4.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        11         .         .         .         0         0         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643BE                                                    Open Interest is    57,215                :
: Positions                                                                                                    :
:   43,954    50,098     7,708     4,500     2,185         0        45         0     2,823         0        35 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,162    -3,292      -326       235      -235         0      -135         0      -287         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      87.6      13.5       7.9       3.8       0.0       0.1       0.0       4.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        13         .         .         4         0         .         0         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 368 Hours)                  :
CFTC Code #0643BF                                                    Open Interest is    84,290                :
: Positions                                                                                                    :
:   66,740    75,301    11,852     4,804     1,244         0       423         0     1,921       190     2,128 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -3,542    -4,346      -144       488      -543         0       -20         0       -63       130       -46 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      89.3      14.1       5.7       1.5       0.0       0.5       0.0       2.3       0.2       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        22         4         .         .         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                      :
CFTC Code #0643BG                                                    Open Interest is    99,238                :
: Positions                                                                                                    :
:   78,002    86,625    12,547     5,534     1,849         0     1,461        10     3,596       741     2,643 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -3,881    -4,995      -269       772    -1,049         0       101      -226       102       102       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      87.3      12.6       5.6       1.9       0.0       1.5       0.0       3.6       0.7       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       21        24         5         .         5         0         5         .         4         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV   400MWh                                                             :
CFTC Code #0643BM                                                    Open Interest is    59,724                :
: Positions                                                                                                    :
:   42,803    52,663    14,073       581     1,306         0     3,888         3       476       216     1,043 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -992    -2,136    -1,164       113        19         0      -434         0      -216       106      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      88.2      23.6       1.0       2.2       0.0       6.5       0.0       0.8       0.4       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        14         .         .         .         0         .         .         5         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                     :
CFTC Code #0643BR                                                    Open Interest is    41,170                :
: Positions                                                                                                    :
:   26,662    36,905    12,863         0       375         0       400         0       300     2,520       970 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,107    -1,475      -732       -89         7         0       -50         0       -95      -320       320 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      89.6      31.2       0.0       0.9       0.0       1.0       0.0       0.7       6.1       2.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        12         .         0         .         0         .         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW per Hour for about 386 Hours)                      :
CFTC Code #0643BS                                                    Open Interest is    52,754                :
: Positions                                                                                                    :
:   32,098    43,133    11,180       250     7,860         0         0         0       275     1,319       120 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,796    -2,237      -839       -25      -338         0      -240         0        70       -97       -50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      81.8      21.2       0.5      14.9       0.0       0.0       0.0       0.5       2.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV   800 MWh                                                       :
CFTC Code #0643BT                                                    Open Interest is    60,690                :
: Positions                                                                                                    :
:   43,091    48,097     9,284     2,508     5,689     1,210     2,435         0       120     1,353       120 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -610    -1,185    -2,014      -367       152      -135    -1,057         0        75      -166         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      79.3      15.3       4.1       9.4       2.0       4.0       0.0       0.2       2.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        15         .         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BW                                                    Open Interest is    22,634                :
: Positions                                                                                                    :
:   10,054    18,902    11,163        97       536       100     1,995         0         0       652       361 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:      -61      -241      -231        75      -303         0      -278         0         0        49       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.4      83.5      49.3       0.4       2.4       0.4       8.8       0.0       0.0       2.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13        12         .         .         .         .         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE J DA OFF-PK FIXED - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                             :
CFTC Code #0643BX                                                    Open Interest is    20,605                :
: Positions                                                                                                    :
:    9,496    18,215     9,879       310       667         0       465         0        50       910         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:      265      -132      -502        50       -50         0       -15         0        -1         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.1      88.4      47.9       1.5       3.2       0.0       2.3       0.0       0.2       4.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         4         .         .         0         .         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643BY                                                    Open Interest is    25,247                :
: Positions                                                                                                    :
:   20,424    17,627     1,890     5,528       302       436         0         0     1,159     1,397       393 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,279    -1,233       -80      -164       -20       219       -35      -319       104       327      -208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      69.8       7.5      21.9       1.2       1.7       0.0       0.0       4.6       5.5       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        15         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                             :
CFTC Code #0643BZ                                                    Open Interest is    16,051                :
: Positions                                                                                                    :
:   12,464    14,112     1,905       300        62         0         0         0       630       802       260 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,049    -1,039      -163         0        16         0         0         0        10      -456       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      87.9      11.9       1.9       0.4       0.0       0.0       0.0       3.9       5.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV   800MWh                                                         :
CFTC Code #0643C3                                                    Open Interest is    46,044                :
: Positions                                                                                                    :
:   33,031    21,227     5,617    16,171       772     2,225     4,987       180     2,380       799     1,611 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,949      -812      -669    -1,151         7       -41      -229        -4       269      -222      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      46.1      12.2      35.1       1.7       4.8      10.8       0.4       5.2       1.7       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       20        17         .         .         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV   (1MW for about 368 Hours)                                    :
CFTC Code #0643C4                                                    Open Interest is    28,642                :
: Positions                                                                                                    :
:   22,826     9,185     1,522    14,031       939       700     2,765         0     1,048        30     1,356 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,341      -310        82      -836       -94         0       -70         0       146      -171       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.7      32.1       5.3      49.0       3.3       2.4       9.7       0.0       3.7       0.1       4.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        15         .         .         4         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV   400MWh                                                           :
CFTC Code #0643CB                                                    Open Interest is    17,134                :
: Positions                                                                                                    :
:    5,420    16,120     9,229         0       170         0       172       350     1,793       155       140 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:      116       133      -188         0       100         0      -175       100        10         5        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.6      94.1      53.9       0.0       1.0       0.0       1.0       2.0      10.5       0.9       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         0         .         0         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV   (1 MW for about 368 Hours)                            :
CFTC Code #0643CC                                                    Open Interest is    21,491                :
: Positions                                                                                                    :
:    5,497    21,491    12,099         0         0         0         0         0     3,820         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:       70       400       325         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.6     100.0      56.3       0.0       0.0       0.0       0.0       0.0      17.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         0         0         0         0         0         5         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                          :
CFTC Code #0643CZ                                                    Open Interest is     7,972                :
: Positions                                                                                                    :
:    4,595     4,811       926     1,170     1,581         0         0        50       680       200       100 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -698      -350      -629      -305       219         0       -60        30       -60      -200         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      60.3      11.6      14.7      19.8       0.0       0.0       0.6       8.5       2.5       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         .         4         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                                 :
CFTC Code #0643D1                                                    Open Interest is     7,393                :
: Positions                                                                                                    :
:    4,148     4,124       866     1,170     1,584         0         0        50       500       200       205 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -615      -465      -627      -305       167         0       -55        30       -60      -150         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      55.8      11.7      15.8      21.4       0.0       0.0       0.7       6.8       2.7       2.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         7         .         .         4         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV   1 MW                                       :
CFTC Code #0643D7                                                    Open Interest is    47,097                :
: Positions                                                                                                    :
:   15,675    44,062    25,585        60     1,295       600        25         0     1,755         0     1,655 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -810    -1,416      -885       -85         0         0       -25         0      -220         0      -265 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.3      93.6      54.3       0.1       2.7       1.3       0.1       0.0       3.7       0.0       3.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        12         .         .         .         .         .         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV   1 MW                                                           :
CFTC Code #0643D8                                                    Open Interest is    47,572                :
: Positions                                                                                                    :
:   16,445    44,572    25,385        60     1,295       600         0        25     1,670         0     1,620 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -770    -1,466      -125       -85         0         0       -25         0      -265         0      -270 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.6      93.7      53.4       0.1       2.7       1.3       0.0       0.1       3.5       0.0       3.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        11         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV   1 MW                                                      :
CFTC Code #0643DB                                                    Open Interest is   117,251                :
: Positions                                                                                                    :
:   88,741    98,148    18,869     7,997     5,747        65     1,690       620     1,316     1,420     1,531 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -4,582    -4,570      -699       132       208      -195      -235        15      -245      -965       174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      83.7      16.1       6.8       4.9       0.1       1.4       0.5       1.1       1.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       29        27         5         .         5         .         .         .         4         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV   352 MWh                                                     :
CFTC Code #0643DC                                                    Open Interest is   123,005                :
: Positions                                                                                                    :
:   91,234   103,003    18,094     4,823     8,098         0     2,193     1,037     2,205     1,590     2,179 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -5,217    -6,201      -885       353       -19      -135       396      -548        -6      -342      -434 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      83.7      14.7       3.9       6.6       0.0       1.8       0.8       1.8       1.3       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       31        29         4         .         6         0         5         .         6         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV   1 MW                                                   :
CFTC Code #0643DF                                                    Open Interest is   255,912                :
: Positions                                                                                                    :
:  175,770   185,943     4,548     7,329    21,334    16,066     9,875    10,351    17,315    10,624     9,737 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,821    -3,128       -73    -1,589       -94    -1,975     3,580    -1,307       655    -2,231      -168 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      72.7       1.8       2.9       8.3       6.3       3.9       4.0       6.8       4.2       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       37        38         .         5         6        10        13        10        13        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV   1 MW                                                        :
CFTC Code #0643DL                                                    Open Interest is    15,460                :
: Positions                                                                                                    :
:    8,255    12,910     1,775         5     1,830       930       600        35     1,670         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -585       125      -415      -990       670        30        50       -80       -90         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      83.5      11.5       0.0      11.8       6.0       3.9       0.2      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        10         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV   1 MW                                               :
CFTC Code #0643DM                                                    Open Interest is    13,220                :
: Positions                                                                                                    :
:    6,470    10,085     1,730       430     1,965       330       600        60     1,670         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -459       275      -410    -1,014       665        30        50       -80       -90         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      76.3      13.1       3.3      14.9       2.5       4.5       0.5      12.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        10         .         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV   (1MW for about 352 Hours)                              :
CFTC Code #0643ID                                                    Open Interest is    10,293                :
: Positions                                                                                                    :
:    8,616     9,666       480        98       252         0         0         0       835       200        45 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -527      -602         0         0         0         0         0         0         0       100      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      93.9       4.7       1.0       2.4       0.0       0.0       0.0       8.1       1.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        16         .         .         .         0         0         0         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                     :
CFTC Code #064AAA                                                    Open Interest is    86,902                :
: Positions                                                                                                    :
:   62,674    55,582    13,171    14,641       915         0     8,925         0     3,330         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,867    -1,883       171      -275       -20         0      -701         0      -165         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      64.0      15.2      16.8       1.1       0.0      10.3       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        16         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                    :
CFTC Code #064AAB                                                    Open Interest is    71,419                :
: Positions                                                                                                    :
:   49,454    40,514    10,352    14,820       950         0     7,605         0     3,150         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,217    -2,157        42       480      -600         0      -676         0      -170         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      56.7      14.5      20.8       1.3       0.0      10.6       0.0       4.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        17         .         .         .         0         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                              :
CFTC Code #064CXO                                                    Open Interest is    45,336                :
: Positions                                                                                                    :
:   30,136    15,690     5,039    17,671        10     3,470     6,070     2,125     1,310       814         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:    1,183     1,906      -272      -750         0       210      -100      -210      -130       -55         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      34.6      11.1      39.0       0.0       7.7      13.4       4.7       2.9       1.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       17        14         .         .         .         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                             :
CFTC Code #064CXP                                                    Open Interest is    33,055                :
: Positions                                                                                                    :
:   22,622    11,931     6,422     9,590         0       225     7,605       720        25       214       336 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:      604       845      -887      -625         0         0      -480         0       -25       -55         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      36.1      19.4      29.0       0.0       0.7      23.0       2.2       0.1       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       14        11         .         .         0         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NYISO.WEST_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                :
CFTC Code #064DEU                                                    Open Interest is    19,470                :
: Positions                                                                                                    :
:   10,125     8,765     6,935         0        60         0     8,195       550         0        25        75 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -835      -905      -205         0         0         0        65         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      45.0      35.6       0.0       0.3       0.0      42.1       2.8       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12        10         .         0         .         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064DLW                                                    Open Interest is    85,507                :
: Positions                                                                                                    :
:   43,152    30,195     9,490    36,040     2,505    14,570     1,065         0       545        95     1,085 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,745    -1,867      -960      -295         0      -255      -230         0       485      -365         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      35.3      11.1      42.1       2.9      17.0       1.2       0.0       0.6       0.1       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        16         .         .         .         .         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064DLX                                                    Open Interest is    81,613                :
: Positions                                                                                                    :
:   40,495    30,120     8,748    31,840     2,635    15,120       940         5       295     1,510       330 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,991    -2,332    -1,138      -265         0      -330      -230         0       295      -575        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      36.9      10.7      39.0       3.2      18.5       1.2       0.0       0.4       1.9       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        15         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064DPQ                                                    Open Interest is    27,045                :
: Positions                                                                                                    :
:   19,170     5,395       390         0     2,110         0    10,310       550     1,095     5,190       350 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,240      -259       116         0      -140         0      -550      -150       -25      -335         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      19.9       1.4       0.0       7.8       0.0      38.1       2.0       4.0      19.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         8         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.BGE_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064DPR                                                    Open Interest is    26,820                :
: Positions                                                                                                    :
:   19,120     5,435       230         0     2,245         0    10,310       550     1,095     4,940       425 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,290      -259       140      -151      -140         0      -550      -150       -25      -210         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      20.3       0.9       0.0       8.4       0.0      38.4       2.1       4.1      18.4       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14         8         .         0         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064ERM                                                    Open Interest is    57,775                :
: Positions                                                                                                    :
:   19,135    48,425    16,140     7,005       130    13,960        25         0     6,335         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:     -865    -5,105    -2,325      -405         0    -1,850         0      -120      -480         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.1      83.8      27.9      12.1       0.2      24.2       0.0       0.0      11.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EUY                                                    Open Interest is    48,548                :
: Positions                                                                                                    :
:   17,955    42,028     4,718     1,475     1,850     4,060         0         0    16,145         0        85 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,470    -2,620      -930      -220        30      -400         0         0      -345       -50       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      86.6       9.7       3.0       3.8       8.4       0.0       0.0      33.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PECO_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EUZ                                                    Open Interest is    42,368                :
: Positions                                                                                                    :
:   16,605    36,103     5,378     1,775     1,245     4,060         0         0    11,320         0       435 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,530    -2,050      -835      -250        30      -400         0         0       155       -50       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.2      85.2      12.7       4.2       2.9       9.6       0.0       0.0      26.7       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         .         .         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                   :
CFTC Code #064EWU                                                    Open Interest is    63,446                :
: Positions                                                                                                    :
:   28,705    46,655     8,810         0     2,760     4,370     8,230       738    13,075       550     1,225 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,605    -1,570      -125         0      -195      -180    -2,635         0    -1,325       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.2      73.5      13.9       0.0       4.4       6.9      13.0       1.2      20.6       0.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        10         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PPL_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EWV                                                    Open Interest is    61,396                :
: Positions                                                                                                    :
:   27,975    44,935     9,990         0     2,900     4,070     8,230       738    11,425       550     1,225 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,655    -1,390        25         0      -345      -160    -2,635         0    -1,285       -75         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.6      73.2      16.3       0.0       4.7       6.6      13.4       1.2      18.6       0.9       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        11         .         0         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064EXE                                                    Open Interest is    62,569                :
: Positions                                                                                                    :
:   35,403    33,155         0    11,603       325    14,820        75     2,755     1,200     6,660     1,300 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,679    -1,970         0    -1,044       -50    -2,190      -130         0       120    -1,580         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.6      53.0       0.0      18.5       0.5      23.7       0.1       4.4       1.9      10.6       2.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19         9         0         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.PSEG_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064EXF                                                    Open Interest is    53,259                :
: Positions                                                                                                    :
:   31,329    29,550         0     8,409       325    10,400       180     2,675         0     4,335     1,355 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,288    -1,515         0    -1,028      -260    -1,850       -50       -80         0    -1,410         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      55.5       0.0      15.8       0.6      19.5       0.3       5.0       0.0       8.1       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18         7         0         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FHK                                                    Open Interest is   196,528                :
: Positions                                                                                                    :
:  118,225    81,087    18,880     2,130     8,666         0    30,695     1,100       650    23,358     1,280 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -3,688    -6,249       -60        95     1,194         0       -70      -210       -75     2,140      -295 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      41.3       9.6       1.1       4.4       0.0      15.6       0.6       0.3      11.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        24         .         .         .         0         4         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FHL                                                    Open Interest is   171,341                :
: Positions                                                                                                    :
:  107,414    72,381     9,378       895     8,395         0    25,045     1,038       650    18,764     2,575 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,048    -5,477    -1,052       300       738         0       160      -210      -275     2,386      -490 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      42.2       5.5       0.5       4.9       0.0      14.6       0.6       0.4      11.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        24         .         .         .         0         4         .         .         4         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKA                                                    Open Interest is    51,996                :
: Positions                                                                                                    :
:   19,945    28,210    17,181     9,996     4,670     2,560         0     2,405         0     1,450         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,400      -640       410       665      -155     1,160         0      -595         0        40         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      54.3      33.0      19.2       9.0       4.9       0.0       4.6       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKB                                                    Open Interest is    45,422                :
: Positions                                                                                                    :
:   18,600    25,912    13,936     8,429     3,019     2,810         0     2,230         0     1,050         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,390       -92       715       507       118     1,145         0      -520         0       -85         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      57.0      30.7      18.6       6.6       6.2       0.0       4.9       0.0       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        13         .         .         .         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                        :
CFTC Code #064FKC                                                    Open Interest is    37,845                :
: Positions                                                                                                    :
:   18,670    23,490     4,820     1,470     4,735     3,675     3,905         0     1,450         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -2,455    -1,565     1,575       500    -1,455      -250      -175         0      -115         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      62.1      12.7       3.9      12.5       9.7      10.3       0.0       3.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        14         .         .         .         .         .         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                       :
CFTC Code #064FKD                                                    Open Interest is    47,865                :
: Positions                                                                                                    :
:   14,470    30,845     1,075     2,090     6,085    19,120     3,705        75     1,450         0         0 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,975    -1,520     1,075       360    -1,110      -275       -25         0      -115         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      64.4       2.2       4.4      12.7      39.9       7.7       0.2       3.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12        15         .         .         .         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                           :
CFTC Code #064FKE                                                    Open Interest is   189,106                :
: Positions                                                                                                    :
:  109,891   111,236     1,990    22,117    14,138    24,500        20     2,360         0     2,722     1,030 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,814    -7,572       297     3,833    -3,685    -1,915       -55         5       -50         5        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.1      58.8       1.1      11.7       7.5      13.0       0.0       1.2       0.0       1.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        23         .         .         4         .         .         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE   Megawatt Hours (MWh)                                          :
CFTC Code #064FKF                                                    Open Interest is   174,208                :
: Positions                                                                                                    :
:  107,573   113,013       865     7,068    16,091    13,580         0     9,670         0     1,857       905 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:    5,700    -3,755       425     2,400    -3,138    -7,695         0     5,700         0      -426         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      64.9       0.5       4.1       9.2       7.8       0.0       5.6       0.0       1.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        22         .         .         4         .         0         .         0         5         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_on_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                  :
CFTC Code #064FZA                                                    Open Interest is    30,274                :
: Positions                                                                                                    :
:   22,795    16,005     1,720     8,625     1,905        25       555     1,329       655         0       195 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,110      -725        30      -455       -30         0       125      -125        30         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      52.9       5.7      28.5       6.3       0.1       1.8       4.4       2.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 9, 2021              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PJM.ATSI_month_off_dap - NODAL EXCHANGE   Megawatt Hours (MWh)                                                 :
CFTC Code #064FZB                                                    Open Interest is    29,674                :
: Positions                                                                                                    :
:   22,880    15,235     1,380     8,435     1,965        25       555     1,329         0        50       475 :
:                                                                                                              :
: Changes from:     March 2, 2021                                                                              :
:   -1,250      -725       195      -430      -195         0       125      -125         0       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      51.3       4.7      28.4       6.6       0.1       1.9       4.5       0.0       0.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         5         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------



Updated March 12, 2021