TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,406 COMMITMENTS 338 1,642 0 2,056 752 2,394 2,394 12 12 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 68.2 0.0 85.5 31.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 0 8 5 11 10 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,883 COMMITMENTS 865 1,026 281 83,007 82,750 84,153 84,057 4,730 4,826 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 1,010) 0 0 0 1,010 1,010 1,010 1,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.2 0.3 93.4 93.1 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 17 18 19 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,617 COMMITMENTS 620 533 50 66,594 66,653 67,264 67,236 5,353 5,381 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 495) 0 0 0 480 480 480 480 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.7 0.1 91.7 91.8 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 20 17 22 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,632 COMMITMENTS 400 230 120 17,434 16,965 17,954 17,315 3,678 4,317 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -1,511) -250 -50 0 -1,015 -1,165 -1,265 -1,215 -246 -296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 0.6 80.6 78.4 83.0 80.0 17.0 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 16 15 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,829 COMMITMENTS 995 2,341 1,003 24,993 23,527 26,991 26,871 1,838 1,958 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -110) -125 125 97 198 -262 170 -40 -280 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 8.1 3.5 86.7 81.6 93.6 93.2 6.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 3 19 24 22 29 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,228 COMMITMENTS 306 5,130 291 18,259 13,206 18,856 18,627 1,372 1,601 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 25.4 1.4 90.3 65.3 93.2 92.1 6.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 18 15 21 19 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,548 COMMITMENTS 0 5,301 0 14,921 9,958 14,921 15,259 2,627 2,289 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.2 0.0 85.0 56.7 85.0 87.0 15.0 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 13 17 14 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,731 COMMITMENTS 150 5,355 50 17,583 12,614 17,783 18,019 1,948 1,712 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 50) 150 0 0 -100 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 27.1 0.3 89.1 63.9 90.1 91.3 9.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 12 14 14 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,493 COMMITMENTS 13,285 1,856 184 70,440 81,664 83,909 83,704 17,584 17,789 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 164) 0 0 0 -81 -81 -81 -81 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.8 0.2 69.4 80.5 82.7 82.5 17.3 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 17 21 20 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,328 COMMITMENTS 19,210 1,409 355 62,672 80,445 82,237 82,209 21,091 21,119 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 655) 0 0 0 315 315 315 315 340 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 1.4 0.3 60.7 77.9 79.6 79.6 20.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 2 16 22 20 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,626 COMMITMENTS 420 9,785 200 19,051 9,466 19,671 19,451 2,955 3,175 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 43.2 0.9 84.2 41.8 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 21 9 23 13 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,601 COMMITMENTS 420 9,760 200 19,026 9,466 19,646 19,426 2,955 3,175 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 43.2 0.9 84.2 41.9 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 21 9 23 13 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,460 COMMITMENTS 4,796 50 841 16,476 21,222 22,113 22,113 1,347 1,347 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.2 3.6 70.2 90.5 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 17 10 19 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,914 COMMITMENTS 4,524 0 916 13,618 18,142 19,058 19,058 856 856 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 0.0 4.6 68.4 91.1 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 18 11 21 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,549 COMMITMENTS 7,320 95 30 43,595 50,760 50,945 50,885 2,604 2,664 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 1,475) 0 0 0 1,735 1,480 1,735 1,480 -260 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.2 0.1 81.4 94.8 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 12 16 15 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,034 COMMITMENTS 7,295 6,095 30 46,334 47,474 53,659 53,599 2,375 2,435 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 1,355) 0 0 0 1,595 1,355 1,595 1,355 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 10.9 0.1 82.7 84.7 95.8 95.7 4.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 10 14 13 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,323 COMMITMENTS 10,655 1,845 635 46,328 55,723 57,618 58,203 2,705 2,120 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 950) 0 0 0 950 950 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 3.1 1.1 76.8 92.4 95.5 96.5 4.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 15 28 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,047 COMMITMENTS 9,695 3,045 590 44,867 52,467 55,152 56,102 2,895 1,945 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 5.2 1.0 77.3 90.4 95.0 96.6 5.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 3 20 16 26 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,480 COMMITMENTS 19,455 1,825 1,255 39,280 57,040 59,990 60,120 5,490 5,360 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 2.8 1.9 60.0 87.1 91.6 91.8 8.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 2 24 18 29 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,210 COMMITMENTS 18,545 1,825 1,255 38,780 55,455 58,580 58,535 5,630 5,675 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 45) 0 0 0 45 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.8 2.0 60.4 86.4 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 2 24 19 29 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,540 COMMITMENTS 10,745 2,700 1,660 32,215 40,399 44,620 44,759 4,920 4,781 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 0 -70 0 0 70 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 5.5 3.4 65.0 81.5 90.1 90.3 9.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 22 12 28 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,273 COMMITMENTS 7,890 2,220 1,785 30,258 36,130 39,933 40,135 4,340 4,138 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 0) 20 -50 -20 0 70 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 5.0 4.0 68.3 81.6 90.2 90.7 9.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 23 12 29 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 212,962 COMMITMENTS 3,395 45,657 665 154,932 112,720 158,992 159,042 53,970 53,920 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 2,767) -50 50 0 890 790 840 840 1,927 1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 21.4 0.3 72.8 52.9 74.7 74.7 25.3 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 3 31 35 34 44 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,673 COMMITMENTS 4,700 42,291 741 146,660 109,119 152,101 152,151 48,572 48,522 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 2,150) -50 70 0 -267 -387 -317 -317 2,467 2,467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 21.1 0.4 73.1 54.4 75.8 75.8 24.2 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 7 4 32 34 37 43 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,347 COMMITMENTS 2,985 425 150 39,677 42,548 42,812 43,123 6,535 6,224 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 580) 0 0 0 20 161 20 161 560 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 0.9 0.3 80.4 86.2 86.8 87.4 13.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 20 22 23 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,688 COMMITMENTS 3,005 390 705 35,688 39,103 39,398 40,198 7,290 6,490 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -515 -515 -515 -515 480 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.8 1.5 76.4 83.8 84.4 86.1 15.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 18 22 21 26 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,243 COMMITMENTS 3,840 4,255 0 32,950 32,895 36,790 37,150 5,453 5,093 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -453) 0 350 -175 -386 -736 -561 -561 108 108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 10.1 0.0 78.0 77.9 87.1 87.9 12.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 0 18 21 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,464 COMMITMENTS 16,335 5,715 0 25,770 36,284 42,105 41,999 5,359 5,465 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -745) 0 350 0 -925 -1,275 -925 -925 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 12.0 0.0 54.3 76.4 88.7 88.5 11.3 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 16 17 18 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 263,229 COMMITMENTS 10,541 642 9,318 199,605 209,504 219,464 219,464 43,765 43,765 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 2,080) -280 -30 140 1,812 1,562 1,672 1,672 408 408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.2 3.5 75.8 79.6 83.4 83.4 16.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 8 3 9 34 33 45 42 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 195,904 COMMITMENTS 13,870 4,127 9,515 138,326 148,284 161,711 161,926 34,193 33,978 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: -125) -100 25 25 -1,025 -1,150 -1,100 -1,100 975 975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.1 4.9 70.6 75.7 82.5 82.7 17.5 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 5 30 30 39 35 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,420 COMMITMENTS 520 965 105 24,900 24,455 25,525 25,525 1,895 1,895 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 260) 0 0 0 255 255 255 255 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.5 0.4 90.8 89.2 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 9 14 12 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/14/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,165 COMMITMENTS 50 1,320 325 25,140 23,870 25,515 25,515 1,650 1,650 CHANGES FROM 12/07/21 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 4.9 1.2 92.5 87.9 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 9 15 12
Updated December 17, 2021