PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 8,151 COMMITMENTS 2,151 900 0 6,000 7,251 8,151 8,151 0 0 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 11.0 0.0 73.6 89.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 6 8 9 11 TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,460 COMMITMENTS 547 1,788 0 1,913 660 2,460 2,448 0 12 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 72.7 0.0 77.8 26.8 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 0 10 4 16 7 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,730 COMMITMENTS 225 1,987 0 3,243 1,493 3,468 3,480 262 250 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 125) 25 0 0 100 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 53.3 0.0 86.9 40.0 93.0 93.3 7.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 7 0 8 7 10 14 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,208 COMMITMENTS 73 1,890 0 2,860 1,068 2,933 2,958 275 250 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 58.9 0.0 89.2 33.3 91.4 92.2 8.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 0 8 6 10 12 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,878 COMMITMENTS 720 700 0 82,824 83,117 83,544 83,817 4,334 4,061 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 780) 0 0 0 680 800 680 800 100 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.0 94.2 94.6 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 17 18 18 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,998 COMMITMENTS 495 0 0 66,462 67,028 66,957 67,028 5,041 4,970 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 525) 0 0 0 480 600 480 600 45 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 92.3 93.1 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,147 COMMITMENTS 890 1,902 1,012 21,917 20,308 23,819 23,222 2,328 2,925 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -325) 360 -50 -135 -685 -275 -460 -460 135 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 7.3 3.9 83.8 77.7 91.1 88.8 8.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 17 18 20 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,962 COMMITMENTS 308 4,352 240 17,050 13,106 17,598 17,698 2,364 2,264 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -505) 0 -410 180 -710 -300 -530 -530 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 21.8 1.2 85.4 65.7 88.2 88.7 11.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 1 12 12 14 16 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,753 COMMITMENTS 9,640 1,838 0 69,623 77,190 79,263 79,028 15,490 15,725 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -407) 0 0 0 118 118 118 118 -525 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.9 0.0 73.5 81.5 83.7 83.4 16.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 21 21 22 25 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,857 COMMITMENTS 15,640 1,238 275 60,876 75,551 76,791 77,064 18,066 17,793 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -1,534) 0 0 0 407 407 407 407 -1,941 -1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 1.3 0.3 64.2 79.6 81.0 81.2 19.0 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 20 21 23 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,294 COMMITMENTS 275 10,275 200 20,589 11,104 21,064 21,579 4,230 3,715 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 0) 0 -75 0 -600 -525 -600 -600 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 40.6 0.8 81.4 43.9 83.3 85.3 16.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 21 11 24 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,299 COMMITMENTS 275 10,275 200 20,569 11,084 21,044 21,559 4,255 3,740 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 0) 0 -75 0 -600 -525 -600 -600 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 40.6 0.8 81.3 43.8 83.2 85.2 16.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 21 11 24 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,555 COMMITMENTS 6,760 25 520 21,753 28,488 29,033 29,033 3,522 3,522 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 4,245) 85 0 0 2,002 2,087 2,087 2,087 2,158 2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.1 1.6 66.8 87.5 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 19 10 21 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,280 COMMITMENTS 5,834 0 545 18,440 24,274 24,819 24,819 2,461 2,461 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 4,637) 85 0 0 2,821 2,906 2,906 2,906 1,731 1,731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 0.0 2.0 67.6 89.0 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 2 19 11 22 13 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,893 COMMITMENTS 5,275 100 0 39,975 45,400 45,250 45,500 2,643 2,393 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -71) 0 0 0 -71 -71 -71 -71 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 0.2 0.0 83.5 94.8 94.5 95.0 5.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 16 17 17 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,336 COMMITMENTS 6,210 6,100 0 42,665 42,825 48,875 48,925 2,461 2,411 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -71) 0 0 0 -71 -71 -71 -71 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 11.9 0.0 83.1 83.4 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 16 15 18 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,100 COMMITMENTS 9,120 505 605 48,855 58,020 58,580 59,130 2,520 1,970 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 3,565) 0 0 0 3,400 3,400 3,400 3,400 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.8 1.0 80.0 95.0 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 17 28 20 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,505 COMMITMENTS 8,545 1,015 605 47,070 55,095 56,220 56,715 2,285 1,790 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 3,050) 0 0 0 2,850 2,850 2,850 2,850 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 1.7 1.0 80.5 94.2 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 4 21 17 28 21 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,320 COMMITMENTS 17,040 1,100 1,175 32,840 48,885 51,055 51,160 4,265 4,160 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -900) 0 0 0 -900 -900 -900 -900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 2.0 2.1 59.4 88.4 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 24 20 29 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,265 COMMITMENTS 16,635 1,335 990 32,895 48,140 50,520 50,465 3,745 3,800 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -900) 0 0 0 -900 -900 -900 -900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 2.5 1.8 60.6 88.7 93.1 93.0 6.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 23 20 28 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,264 COMMITMENTS 13,905 2,965 905 33,961 45,096 48,771 48,966 5,493 5,298 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 515) 350 0 0 135 485 485 485 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 5.5 1.7 62.6 83.1 89.9 90.2 10.1 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 24 13 30 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,494 COMMITMENTS 10,130 3,015 550 33,447 40,808 44,127 44,373 4,367 4,121 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: -205) 350 0 0 -525 -175 -175 -175 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 6.2 1.1 69.0 84.2 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 23 13 29 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 237,519 COMMITMENTS 3,041 37,479 3,596 171,641 137,223 178,278 178,298 59,241 59,221 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 13,912) 0 535 100 9,334 8,799 9,434 9,434 4,478 4,478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 15.8 1.5 72.3 57.8 75.1 75.1 24.9 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 32 34 36 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 218,515 COMMITMENTS 3,551 33,026 3,318 157,795 128,340 164,664 164,684 53,851 53,831 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 9,699) 0 435 100 5,326 4,891 5,426 5,426 4,273 4,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 15.1 1.5 72.2 58.7 75.4 75.4 24.6 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 31 35 36 44 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,155 COMMITMENTS 2,525 8,710 550 32,930 26,750 36,005 36,010 1,150 1,145 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 235) 300 -600 0 -65 835 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 23.4 1.5 88.6 72.0 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 14 17 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,554 COMMITMENTS 0 3,035 2,035 41,809 38,954 43,844 44,024 7,710 7,530 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 857) 0 2,600 -143 1,075 -1,525 932 932 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.9 3.9 81.1 75.6 85.0 85.4 15.0 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 20 22 22 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,730 COMMITMENTS 500 365 2,635 38,145 38,475 41,280 41,475 7,450 7,255 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 45) -125 0 0 170 45 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.7 5.4 78.3 79.0 84.7 85.1 15.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 18 24 20 27 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,611 COMMITMENTS 9,075 3,075 87 30,245 36,615 39,407 39,777 5,204 4,834 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 2,990) 2,225 -75 75 740 3,040 3,040 3,040 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 6.9 0.2 67.8 82.1 88.3 89.2 11.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 21 21 23 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,344 COMMITMENTS 16,330 3,725 0 24,770 37,359 41,100 41,084 5,244 5,260 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 990) -445 -100 0 965 620 520 520 470 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 8.0 0.0 53.4 80.6 88.7 88.7 11.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 17 18 19 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 252,973 COMMITMENTS 16,715 4,231 7,590 180,733 193,352 205,038 205,173 47,935 47,800 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 2,087) 3,470 -250 -295 -2,475 1,245 700 700 1,387 1,387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.7 3.0 71.4 76.4 81.1 81.1 18.9 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 5 7 32 31 42 39 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,894 COMMITMENTS 23,760 7,406 6,139 134,553 151,012 164,452 164,557 36,442 36,337 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 2,255) 4,105 1,420 -645 -3,030 -345 430 430 1,825 1,825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 3.7 3.1 67.0 75.2 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 3 30 30 38 35 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,740 COMMITMENTS 410 510 105 22,795 22,395 23,310 23,010 2,430 2,730 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.0 0.4 88.6 87.0 90.6 89.4 9.4 10.6 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 02/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,535 COMMITMENTS 25 830 240 22,890 21,785 23,155 22,855 2,380 2,680 CHANGES FROM 02/15/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 3.3 0.9 89.6 85.3 90.7 89.5 9.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated February 25, 2022