TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| 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 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,368 COMMITMENTS 865 1,026 281 83,498 83,241 84,644 84,548 4,724 4,820 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 485) 0 0 0 491 491 491 491 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.1 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 19 19 21 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,872 COMMITMENTS 620 533 50 66,855 66,914 67,525 67,497 5,347 5,375 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 255) 0 0 0 261 261 261 261 -6 -6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.7 0.1 91.7 91.8 92.7 92.6 7.3 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 12/21/21 | --------------------------------------------------------------| 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 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,398 COMMITMENTS 895 2,341 1,103 25,483 23,917 27,481 27,361 1,917 2,037 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 569) -100 0 100 490 390 490 490 79 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 8.0 3.8 86.7 81.4 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 4 3 17 24 20 29 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,498 COMMITMENTS 306 5,150 291 18,549 13,476 19,146 18,917 1,352 1,581 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 270) 0 20 0 290 270 290 290 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 25.1 1.4 90.5 65.7 93.4 92.3 6.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 2 18 16 21 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,871 COMMITMENTS 0 5,301 0 15,244 10,281 15,244 15,582 2,627 2,289 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 323) 0 0 0 323 323 323 323 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.7 0.0 85.3 57.5 85.3 87.2 14.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 18 13 18 14 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,201 COMMITMENTS 150 5,355 50 18,053 13,084 18,253 18,489 1,948 1,712 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 470) 0 0 0 470 470 470 470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 26.5 0.2 89.4 64.8 90.4 91.5 9.6 8.5 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,773 COMMITMENTS 13,285 1,849 184 70,630 81,861 84,099 83,894 17,674 17,879 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 280) 0 -7 0 190 197 190 190 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.8 0.2 69.4 80.4 82.6 82.4 17.4 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 18 21 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,698 COMMITMENTS 19,260 1,409 355 62,882 80,705 82,497 82,469 21,201 21,229 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 370) 50 0 0 210 260 260 260 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 1.4 0.3 60.6 77.8 79.6 79.5 20.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 2 17 22 21 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,626 COMMITMENTS 420 9,625 200 19,051 9,626 19,671 19,451 2,955 3,175 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 -160 0 0 160 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 42.5 0.9 84.2 42.5 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 20 10 22 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,601 COMMITMENTS 420 9,600 200 19,026 9,626 19,646 19,426 2,955 3,175 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 -160 0 0 160 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 42.5 0.9 84.2 42.6 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 20 10 22 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,510 COMMITMENTS 4,846 50 841 16,476 21,272 22,163 22,163 1,347 1,347 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 0.2 3.6 70.1 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,964 COMMITMENTS 4,574 0 916 13,618 18,192 19,108 19,108 856 856 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 0.0 4.6 68.2 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,599 COMMITMENTS 7,320 95 30 43,645 50,810 50,995 50,935 2,604 2,664 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,084 COMMITMENTS 7,295 6,095 30 46,384 47,524 53,709 53,649 2,375 2,435 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,493 COMMITMENTS 10,655 1,845 635 46,498 55,893 57,788 58,373 2,705 2,120 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 3.0 1.0 76.9 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,217 COMMITMENTS 9,695 3,045 590 45,037 52,637 55,322 56,272 2,895 1,945 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 5.2 1.0 77.4 90.4 95.0 96.7 5.0 3.3 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,580 COMMITMENTS 19,455 1,775 1,255 39,370 57,180 60,080 60,210 5,500 5,370 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 100) 0 -50 0 90 140 90 90 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 2.7 1.9 60.0 87.2 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,310 COMMITMENTS 18,545 1,775 1,255 38,880 55,605 58,680 58,635 5,630 5,675 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 100) 0 -50 0 100 150 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 2.8 2.0 60.5 86.5 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,856 COMMITMENTS 10,595 2,200 2,056 32,285 40,819 44,936 45,075 4,920 4,781 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 316) -150 -500 396 70 420 316 316 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 4.4 4.1 64.8 81.9 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 23 13 29 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,252 COMMITMENTS 7,740 1,720 2,181 29,991 36,213 39,912 40,114 4,340 4,138 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -21) -150 -500 396 -267 83 -21 -21 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 3.9 4.9 67.8 81.8 90.2 90.6 9.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 23 13 29 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 214,383 COMMITMENTS 3,295 46,167 765 157,040 114,218 161,100 161,150 53,283 53,233 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,421) -100 510 100 2,108 1,498 2,108 2,108 -687 -687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 21.5 0.4 73.3 53.3 75.1 75.2 24.9 24.8 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,033 COMMITMENTS 4,600 42,851 841 148,002 109,801 153,443 153,493 48,590 48,540 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,360) -100 560 100 1,342 682 1,342 1,342 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 21.2 0.4 73.3 54.3 75.9 76.0 24.1 24.0 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,176 COMMITMENTS 2,910 432 150 39,574 42,363 42,634 42,945 6,542 6,231 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -171) -75 7 0 -103 -185 -178 -178 7 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 0.9 0.3 80.5 86.1 86.7 87.3 13.3 12.7 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,548 COMMITMENTS 2,930 390 705 35,603 38,943 39,238 40,038 7,310 6,510 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -140) -75 0 0 -85 -160 -160 -160 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 0.8 1.5 76.5 83.7 84.3 86.0 15.7 14.0 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 12/21/21 | --------------------------------------------------------------| 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 32,910 32,895 36,750 37,150 5,493 5,093 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -40 0 -40 0 40 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 10.1 0.0 77.9 77.9 87.0 87.9 13.0 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,454 COMMITMENTS 16,335 5,715 0 25,770 36,324 42,105 42,039 5,349 5,415 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: -10) 0 0 0 0 40 0 40 -10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 12.0 0.0 54.3 76.5 88.7 88.6 11.3 11.4 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 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 264,747 COMMITMENTS 10,551 2,332 9,288 201,242 209,461 221,081 221,081 43,666 43,666 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 1,518) 10 1,690 -30 1,637 -43 1,617 1,617 -99 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.9 3.5 76.0 79.1 83.5 83.5 16.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 4 9 33 33 44 42 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 196,879 COMMITMENTS 13,970 4,177 9,490 138,448 148,456 161,908 162,123 34,971 34,756 CHANGES FROM 12/14/21 (CHANGE IN OPEN INTEREST: 975) 100 50 -25 122 172 197 197 778 778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.1 4.8 70.3 75.4 82.2 82.3 17.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 4 30 30 38 35 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/21 | --------------------------------------------------------------| 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 12/14/21 (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 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 12/21/21 | --------------------------------------------------------------| 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 12/14/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 27, 2021