TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| 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 672 1,788 0 1,788 660 2,460 2,448 0 12 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 72.7 0.0 72.7 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 V23 FRONT HALF - NODAL EXCHANGE Code-006NFG FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,889 COMMITMENTS 789 1,637 0 2,071 1,227 2,860 2,864 29 25 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 63) 75 50 0 0 0 75 50 -12 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 56.7 0.0 71.7 42.5 99.0 99.1 1.0 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 0 8 5 13 9 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,160 COMMITMENTS 325 1,964 0 3,568 1,933 3,893 3,897 267 263 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 63) 75 37 0 0 13 75 50 -12 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 47.2 0.0 85.8 46.5 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 7 0 8 7 11 14 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,047 COMMITMENTS 100 1,390 0 1,930 657 2,030 2,047 17 0 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 67.9 0.0 94.3 32.1 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 0 8 4 11 10 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,312 COMMITMENTS 173 1,940 0 2,860 1,110 3,033 3,050 279 262 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 62) 75 50 0 0 0 75 50 -13 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 58.6 0.0 86.4 33.5 91.6 92.1 8.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 0 8 6 11 12 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,977 COMMITMENTS 695 700 0 81,872 82,151 82,567 82,851 4,410 4,126 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 720) 0 0 0 720 720 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 0.8 0.0 94.1 94.5 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 16 18 17 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,214 COMMITMENTS 475 0 0 66,561 67,110 67,036 67,110 5,178 5,104 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 870) 0 0 0 879 979 879 979 -9 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.0 92.2 92.9 92.8 92.9 7.2 7.1 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 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,293 COMMITMENTS 1,115 858 1,301 20,399 20,177 22,815 22,336 2,478 2,957 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 666) 61 -114 114 431 606 606 606 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 3.4 5.1 80.7 79.8 90.2 88.3 9.8 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 16 20 19 24 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,338 COMMITMENTS 280 3,568 240 15,568 12,225 16,088 16,033 2,250 2,305 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 122) 0 0 0 122 122 122 122 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 19.5 1.3 84.9 66.7 87.7 87.4 12.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 13 13 15 17 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,563 COMMITMENTS 6,970 2,533 0 72,698 76,922 79,668 79,455 15,895 16,108 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -504) -825 600 0 -357 -1,842 -1,182 -1,242 678 738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 2.7 0.0 76.1 80.5 83.4 83.1 16.6 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 0 21 21 23 24 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,944 COMMITMENTS 13,000 1,867 105 62,734 74,135 75,839 76,107 17,105 16,837 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -924) -825 600 0 -767 -2,252 -1,592 -1,652 668 728 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 2.0 0.1 67.5 79.8 81.6 81.9 18.4 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 21 21 25 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,383 COMMITMENTS 440 10,180 200 20,533 11,288 21,173 21,668 4,210 3,715 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 400) 0 0 0 340 340 340 340 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 40.1 0.8 80.9 44.5 83.4 85.4 16.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 21 12 25 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,393 COMMITMENTS 425 10,180 200 20,533 11,273 21,158 21,653 4,235 3,740 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 400) 0 0 0 340 340 340 340 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 40.1 0.8 80.9 44.4 83.3 85.3 16.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 21 12 25 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,107 COMMITMENTS 6,169 0 415 21,851 28,175 28,435 28,590 3,672 3,517 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 0.0 1.3 68.1 87.8 88.6 89.0 11.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 18 10 20 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,059 COMMITMENTS 5,227 0 415 18,824 24,206 24,466 24,621 2,593 2,438 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 350) 0 0 0 350 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 0.0 1.5 69.6 89.5 90.4 91.0 9.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 18 11 21 12 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,285 COMMITMENTS 1,470 475 0 6,900 7,910 8,370 8,385 1,915 1,900 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 4.6 0.0 67.1 76.9 81.4 81.5 18.6 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 13 8 15 12 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,240 COMMITMENTS 1,470 475 0 7,000 7,935 8,470 8,410 1,770 1,830 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -30 -30 -30 -30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 4.6 0.0 68.4 77.5 82.7 82.1 17.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 0 14 8 16 12 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,908 COMMITMENTS 5,560 75 0 38,456 44,436 44,016 44,511 2,892 2,397 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 62) 0 0 0 65 65 65 65 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 0.2 0.0 82.0 94.7 93.8 94.9 6.2 5.1 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 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,654 COMMITMENTS 6,575 6,075 0 41,344 42,169 47,919 48,244 2,735 2,410 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 180) 110 0 0 70 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 12.0 0.0 81.6 83.2 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 15 15 17 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,335 COMMITMENTS 6,110 930 1,691 55,575 61,270 63,376 63,891 2,959 2,444 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,150) 175 0 0 6,380 6,795 6,555 6,795 595 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 2.5 83.8 92.4 95.5 96.3 4.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 17 25 21 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,385 COMMITMENTS 5,710 1,290 1,816 54,100 58,985 61,626 62,091 2,759 2,294 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 7,370) 175 0 0 6,595 7,010 6,770 7,010 600 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 2.0 2.8 84.0 91.6 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 17 25 21 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,995 COMMITMENTS 15,135 1,050 1,025 33,180 47,465 49,340 49,540 4,655 4,455 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 580) -300 0 0 1,030 730 730 730 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 1.9 1.9 61.5 87.9 91.4 91.7 8.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 23 21 27 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,640 COMMITMENTS 14,825 1,270 855 32,205 45,810 47,885 47,935 4,755 4,705 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5) -300 0 0 145 -155 -155 -155 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 2.4 1.6 61.2 87.0 91.0 91.1 9.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 22 20 26 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,475 COMMITMENTS 12,940 2,170 644 33,391 44,343 46,975 47,157 7,500 7,318 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 1,490) -300 -300 120 665 665 485 485 1,005 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 4.0 1.2 61.3 81.4 86.2 86.6 13.8 13.4 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 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,757 COMMITMENTS 9,785 2,170 469 32,086 39,911 42,340 42,550 6,417 6,207 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 865) 100 -300 120 625 1,025 845 845 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 4.5 1.0 65.8 81.9 86.8 87.3 13.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 24 14 30 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 247,041 COMMITMENTS 3,450 31,189 4,291 180,494 152,941 188,235 188,421 58,806 58,620 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,574) 0 -125 -291 5,784 5,909 5,493 5,493 81 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 12.6 1.7 73.1 61.9 76.2 76.3 23.8 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 9 4 31 33 36 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 229,178 COMMITMENTS 3,810 28,290 4,094 166,635 142,253 174,539 174,637 54,639 54,541 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 5,508) 0 385 -300 5,540 5,155 5,240 5,240 268 268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 12.3 1.8 72.7 62.1 76.2 76.2 23.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 9 4 31 33 36 42 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,319 COMMITMENTS 2,700 2,200 5,194 27,800 28,300 35,694 35,694 2,625 2,625 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -35) 0 -150 150 -170 -20 -20 -20 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 5.7 13.6 72.5 73.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 15 17 16 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,626 COMMITMENTS 0 4,635 1,310 40,571 36,391 41,881 42,336 8,745 8,290 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 125) 0 0 0 -105 135 -105 135 230 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.2 2.6 80.1 71.9 82.7 83.6 17.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 21 21 24 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,974 COMMITMENTS 825 3,225 1,399 37,260 35,560 39,484 40,184 9,490 8,790 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -360) 300 -600 -100 -800 340 -600 -360 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 6.6 2.9 76.1 72.6 80.6 82.1 19.4 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 16 21 18 24 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,122 COMMITMENTS 8,050 3,050 375 29,932 35,262 38,357 38,687 5,765 5,435 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 30) 0 0 0 45 45 45 45 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 6.9 0.8 67.8 79.9 86.9 87.7 13.1 12.3 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 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,851 COMMITMENTS 12,560 3,925 376 26,455 34,629 39,391 38,930 5,460 5,921 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: -200) -710 300 110 500 -510 -100 -100 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 8.8 0.8 59.0 77.2 87.8 86.8 12.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 18 19 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 252,211 COMMITMENTS 19,970 10,885 6,296 178,803 187,888 205,069 205,069 47,142 47,142 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 3,537) -100 125 30 3,078 2,633 3,008 2,788 529 749 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 4.3 2.5 70.9 74.5 81.3 81.3 18.7 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 6 5 7 34 32 44 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/22/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 198,653 COMMITMENTS 23,920 9,730 6,013 135,483 149,973 165,416 165,716 33,237 32,937 CHANGES FROM 03/15/22 (CHANGE IN OPEN INTEREST: 2,903) 150 160 285 3,246 3,416 3,681 3,861 -778 -958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 4.9 3.0 68.2 75.5 83.3 83.4 16.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 3 32 30 39 36
Updated March 25, 2022