PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,550 COMMITMENTS 1,550 900 0 6,000 6,650 7,550 7,550 0 0 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 11.9 0.0 79.5 88.1 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 6 8 9 11 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,255 COMMITMENTS 745 700 0 79,925 79,882 80,670 80,582 4,585 4,673 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 232) 0 0 0 232 232 232 232 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.8 0.0 93.7 93.7 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 16 18 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,455 COMMITMENTS 515 0 0 62,524 63,154 63,039 63,154 5,416 5,301 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -418) 0 0 0 -418 -418 -418 -418 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.0 0.0 91.3 92.3 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 16 16 17 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,908 COMMITMENTS 460 1,782 1,348 23,978 22,477 25,786 25,607 2,122 2,301 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 94) 0 0 0 -14 86 -14 86 108 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 6.4 4.8 85.9 80.5 92.4 91.8 7.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 14 18 17 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,928 COMMITMENTS 336 4,771 60 18,841 14,426 19,237 19,257 1,691 1,671 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 64) 0 0 0 0 100 0 100 64 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 22.8 0.3 90.0 68.9 91.9 92.0 8.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 11 15 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,970 COMMITMENTS 12,010 1,983 0 70,119 79,943 82,129 81,926 16,841 17,044 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 58) 0 0 0 0 0 0 0 58 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 2.0 0.0 70.8 80.8 83.0 82.8 17.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 19 20 20 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,533 COMMITMENTS 17,850 1,324 335 61,597 78,455 79,782 80,114 20,751 20,419 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 58) 0 0 0 0 0 0 0 58 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 1.3 0.3 61.3 78.0 79.4 79.7 20.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 17 20 20 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,005 COMMITMENTS 445 8,775 200 18,600 10,775 19,245 19,750 3,760 3,255 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 845) 75 0 0 815 950 890 950 -45 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 38.1 0.9 80.9 46.8 83.7 85.9 16.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 19 10 22 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,005 COMMITMENTS 445 8,775 200 18,575 10,750 19,220 19,725 3,785 3,280 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 845) 75 0 0 815 950 890 950 -45 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 38.1 0.9 80.7 46.7 83.5 85.7 16.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 19 10 22 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,616 COMMITMENTS 4,138 50 750 20,515 24,603 25,403 25,403 1,213 1,213 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -145) 0 0 0 -145 -145 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 0.2 2.8 77.1 92.4 95.4 95.4 4.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 18 10 20 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,216 COMMITMENTS 3,897 0 800 15,827 19,724 20,524 20,524 692 692 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 0.0 3.8 74.6 93.0 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 19 11 22 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,039 COMMITMENTS 6,540 125 0 42,000 48,355 48,540 48,480 2,499 2,559 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 0.2 0.0 82.3 94.7 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 15 15 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,164 COMMITMENTS 7,410 6,125 0 44,449 45,474 51,859 51,599 2,305 2,565 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 11.3 0.0 82.1 84.0 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 13 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,715 COMMITMENTS 9,790 500 635 43,750 53,625 54,175 54,760 2,540 1,955 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 400) 120 -780 0 180 1,080 300 300 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 0.9 1.1 77.1 94.6 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 3 21 16 28 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,155 COMMITMENTS 8,980 1,040 630 41,765 50,660 51,375 52,330 2,780 1,825 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 90) 0 -900 70 -80 820 -10 -10 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.9 1.2 77.1 93.5 94.9 96.6 5.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 4 20 16 27 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,955 COMMITMENTS 18,655 1,150 1,225 35,390 53,005 55,270 55,380 4,685 4,575 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -1,405) 0 -600 0 -680 -80 -680 -680 -725 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 1.9 2.0 59.0 88.4 92.2 92.4 7.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 23 19 28 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,350 COMMITMENTS 17,955 1,150 1,225 35,865 52,610 55,045 54,985 4,305 4,365 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: -1,210) 0 -600 0 -85 515 -85 -85 -1,125 -1,125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 1.9 2.1 60.4 88.6 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 22 20 27 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,585 COMMITMENTS 9,890 2,875 1,361 30,639 37,802 41,890 42,038 4,695 4,547 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 153) 0 110 -10 188 78 178 178 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 6.2 2.9 65.8 81.1 89.9 90.2 10.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 21 12 27 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,360 COMMITMENTS 7,540 2,700 1,261 28,521 33,543 37,322 37,504 4,038 3,856 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 156) 0 110 -10 191 81 181 181 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.5 3.0 69.0 81.1 90.2 90.7 9.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 22 13 28 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 214,222 COMMITMENTS 1,737 41,951 778 158,327 118,153 160,842 160,882 53,380 53,340 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 8,159) -1,200 -35 0 7,822 6,657 6,622 6,622 1,537 1,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 19.6 0.4 73.9 55.2 75.1 75.1 24.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 31 35 35 44 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 201,350 COMMITMENTS 2,397 39,045 813 149,924 113,316 153,134 153,174 48,216 48,176 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 7,245) -1,200 -35 0 6,999 5,834 5,799 5,799 1,446 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 19.4 0.4 74.5 56.3 76.1 76.1 23.9 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 31 34 36 43 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,910 COMMITMENTS 2,625 18,440 600 35,970 20,165 39,195 39,205 1,715 1,705 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,260) 300 0 0 1,020 1,260 1,320 1,260 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 45.1 1.5 87.9 49.3 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 13 19 14 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,291 COMMITMENTS 3,450 300 50 38,914 42,368 42,414 42,718 6,877 6,573 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 580) 625 0 0 -250 545 375 545 205 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.6 0.1 78.9 86.0 86.0 86.7 14.0 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 18 22 20 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,040 COMMITMENTS 3,520 300 615 36,125 39,655 40,260 40,570 6,780 6,470 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 370) 625 0 -40 365 560 950 520 -580 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.6 1.3 76.8 84.3 85.6 86.2 14.4 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 15 22 17 25 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,413 COMMITMENTS 2,575 4,275 24 32,020 30,730 34,619 35,029 5,794 5,384 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 175) 0 300 0 -25 -325 -25 -25 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 10.6 0.1 79.2 76.0 85.7 86.7 14.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 20 20 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,579 COMMITMENTS 14,350 5,625 0 25,225 33,954 39,575 39,579 5,004 5,000 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 55) 0 300 0 35 -265 35 35 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 12.6 0.0 56.6 76.2 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 17 17 19 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 258,164 COMMITMENTS 17,957 1,242 10,383 182,487 199,522 210,827 211,147 47,337 47,017 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 5,581) -80 -1,505 2,180 1,752 3,377 3,852 4,052 1,729 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.5 4.0 70.7 77.3 81.7 81.8 18.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 3 6 32 31 41 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,944 COMMITMENTS 18,970 807 11,888 136,963 154,631 167,821 167,326 33,123 33,618 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 2,772) 1,475 0 622 1,187 1,957 3,284 2,579 -512 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 0.4 5.9 68.2 77.0 83.5 83.3 16.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 2 3 30 28 37 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,975 COMMITMENTS 495 675 105 24,210 23,730 24,810 24,510 2,165 2,465 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,000) 0 0 0 740 500 740 500 260 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 2.5 0.4 89.7 88.0 92.0 90.9 8.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 8 14 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 01/18/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,760 COMMITMENTS 50 935 300 24,315 23,130 24,665 24,365 2,095 2,395 CHANGES FROM 01/11/22 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 740 500 740 500 460 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 3.5 1.1 90.9 86.4 92.2 91.1 7.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated January 21, 2022