PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,525 COMMITMENTS 1,375 990 0 6,150 6,525 7,525 7,515 0 10 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 13.2 0.0 81.7 86.7 100.0 99.9 0.0 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 0 7 7 9 11 TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,910 COMMITMENTS 498 2,064 0 2,412 834 2,910 2,898 0 12 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 70.9 0.0 82.9 28.7 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 0 11 5 16 11 TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,774 COMMITMENTS 548 1,927 0 3,209 1,835 3,757 3,762 17 12 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 51.1 0.0 85.0 48.6 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 8 0 11 5 14 13 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,801 COMMITMENTS 471 1,878 0 4,266 2,876 4,737 4,754 64 47 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 75 0 75 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 39.1 0.0 88.9 59.9 98.7 99.0 1.3 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 8 0 10 8 14 16 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,562 COMMITMENTS 150 1,680 0 2,395 882 2,545 2,562 17 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 65.6 0.0 93.5 34.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 7 0 11 4 15 11 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,577 COMMITMENTS 187 2,511 50 3,330 990 3,567 3,551 10 26 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 70.2 1.4 93.1 27.7 99.7 99.3 0.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 8 3 12 4 18 13 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,240 COMMITMENTS 150 2,335 0 3,073 866 3,223 3,201 17 39 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 100 0 100 0 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 72.1 0.0 94.8 26.7 99.5 98.8 0.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 8 0 10 6 12 14 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,825 COMMITMENTS 408 1,915 0 3,150 1,660 3,558 3,575 267 250 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 75 0 75 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 50.1 0.0 82.4 43.4 93.0 93.5 7.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 9 0 9 8 13 17 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,503 COMMITMENTS 275 1,705 0 2,196 798 2,471 2,503 32 0 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 68.1 0.0 87.7 31.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 0 10 4 14 11 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,110 COMMITMENTS 591 0 590 82,279 82,793 83,460 83,383 4,650 4,727 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,177) -394 -240 140 -2,770 -2,921 -3,024 -3,021 -153 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 0.0 0.7 93.4 94.0 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 0 2 18 17 21 19 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,230 COMMITMENTS 401 200 6 65,983 66,167 66,390 66,373 4,840 4,857 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,889) -49 0 6 -2,478 -2,524 -2,521 -2,518 -368 -371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 0.3 0.0 92.6 92.9 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 15 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,171 COMMITMENTS 1,473 180 2,195 21,106 21,990 24,774 24,365 1,397 1,806 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,465) -88 -218 -53 -1,227 -1,026 -1,368 -1,297 -97 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 0.7 8.4 80.6 84.0 94.7 93.1 5.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 4 17 18 22 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,013 COMMITMENTS 421 2,133 377 15,453 13,671 16,251 16,181 1,762 1,832 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,315) -623 -185 47 -409 -838 -985 -976 -330 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 11.8 2.1 85.8 75.9 90.2 89.8 9.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 4 19 17 24 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,132 COMMITMENTS 0 3,536 0 13,057 9,507 13,057 13,043 1,075 1,089 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,224) 0 -320 0 -1,002 -680 -1,002 -1,000 -222 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.0 0.0 92.4 67.3 92.4 92.3 7.6 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 15 15 16 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,171 COMMITMENTS 1,845 2,450 1,350 76,728 76,328 79,923 80,128 14,248 14,043 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,448) -780 186 0 -2,892 -3,853 -3,672 -3,667 -776 -781 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.6 1.4 81.5 81.1 84.9 85.1 15.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 4 1 19 20 22 25 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,735 COMMITMENTS 4,850 1,525 1,550 67,927 71,927 74,327 75,002 15,408 14,733 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -4,331) -935 251 -96 -2,448 -3,593 -3,479 -3,438 -852 -893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 1.7 1.7 75.7 80.2 82.8 83.6 17.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 3 2 19 20 24 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,175 COMMITMENTS 0 7,355 230 20,725 13,620 20,955 21,205 6,220 5,970 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,881) -80 -1,520 30 -1,666 -296 -1,716 -1,786 -165 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.1 0.8 76.3 50.1 77.1 78.0 22.9 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 23 12 25 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,225 COMMITMENTS 0 7,355 230 20,740 13,635 20,970 21,220 6,255 6,005 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,851) -75 -1,520 30 -1,651 -276 -1,696 -1,766 -155 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.0 0.8 76.2 50.1 77.0 77.9 23.0 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 4 2 23 12 25 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,490 COMMITMENTS 4,938 960 0 22,627 26,635 27,565 27,595 2,925 2,895 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,180) 108 290 -445 -548 -745 -885 -900 -295 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 3.1 0.0 74.2 87.4 90.4 90.5 9.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 18 10 20 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,668 COMMITMENTS 3,839 960 0 20,157 23,096 23,996 24,056 1,672 1,612 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -995) -9 290 -445 -274 -573 -728 -728 -267 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 3.7 0.0 78.5 90.0 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 18 11 20 12 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,736 COMMITMENTS 5,740 0 0 35,672 41,617 41,412 41,617 2,324 2,119 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,910) -1,050 -25 0 -1,464 -2,484 -2,514 -2,509 -396 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 0.0 0.0 81.6 95.2 94.7 95.2 5.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 0 14 15 16 15 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,612 COMMITMENTS 6,765 3,350 55 37,080 40,575 43,900 43,980 2,712 2,632 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,605) -1,735 -25 0 -1,679 -3,384 -3,414 -3,409 -191 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 7.2 0.1 79.6 87.0 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 14 18 17 20 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,150 COMMITMENTS 3,695 1,965 1,461 58,215 60,465 63,371 63,891 2,779 2,259 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,840) -905 -30 -20 -1,790 -2,685 -2,715 -2,735 -125 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 3.0 2.2 88.0 91.4 95.8 96.6 4.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 18 18 23 23 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,315 COMMITMENTS 3,650 1,925 1,576 55,585 57,715 60,811 61,216 2,504 2,099 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,505) -780 -30 -20 -1,600 -2,365 -2,400 -2,415 -105 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.0 2.5 87.8 91.2 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 18 18 23 23 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,716 COMMITMENTS 0 2,605 0 17,724 15,804 17,724 18,409 2,992 2,307 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -860) 0 -75 -25 -605 -560 -630 -660 -230 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.6 0.0 85.6 76.3 85.6 88.9 14.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 12 15 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,134 COMMITMENTS 0 2,270 45 16,685 15,105 16,730 17,420 2,404 1,714 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -815) 0 -60 -40 -585 -540 -625 -640 -190 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.9 0.2 87.2 78.9 87.4 91.0 12.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 13 17 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,633 COMMITMENTS 10,628 1,295 405 29,960 39,656 40,993 41,356 5,640 5,277 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,060) -968 205 -432 -1,725 -2,950 -3,125 -3,177 65 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 2.8 0.9 64.2 85.0 87.9 88.7 12.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 1 22 19 29 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,952 COMMITMENTS 10,277 1,345 405 29,355 38,425 40,037 40,175 4,915 4,777 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -3,000) -1,068 70 -297 -2,030 -3,055 -3,395 -3,282 395 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 3.0 0.9 65.3 85.5 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 6 2 1 20 19 27 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,078 COMMITMENTS 9,136 645 1,382 37,208 46,231 47,726 48,258 7,352 6,820 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,995) -1,221 -600 -55 -1,617 -2,118 -2,893 -2,773 -102 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.2 2.5 67.6 83.9 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 20 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,067 COMMITMENTS 7,842 915 1,179 34,101 41,363 43,122 43,457 5,945 5,610 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -2,235) -155 -600 -95 -1,725 -1,375 -1,975 -2,070 -260 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 1.9 2.4 69.5 84.3 87.9 88.6 12.1 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 4 21 16 27 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 232,462 COMMITMENTS 7,304 27,251 1,193 170,662 150,590 179,159 179,034 53,303 53,428 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -9,893) 825 -1,230 -945 -8,446 -6,576 -8,566 -8,751 -1,327 -1,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 11.7 0.5 73.4 64.8 77.1 77.0 22.9 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 6 3 31 33 36 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 219,332 COMMITMENTS 5,592 25,243 2,309 161,691 141,938 169,592 169,490 49,740 49,842 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -11,078) 1,645 -130 -1,710 -7,536 -5,946 -7,601 -7,786 -3,477 -3,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.5 1.1 73.7 64.7 77.3 77.3 22.7 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 5 6 2 31 33 36 41 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,664 COMMITMENTS 2,130 0 7,444 25,325 27,455 34,899 34,899 2,765 2,765 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 0.0 19.8 67.2 72.9 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 13 14 16 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,154 COMMITMENTS 0 3,232 854 41,052 37,433 41,906 41,519 9,248 9,635 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -277) 0 175 -142 267 215 125 248 -402 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 1.7 80.3 73.2 81.9 81.2 18.1 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 20 21 22 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,883 COMMITMENTS 950 1,893 774 37,587 36,089 39,311 38,756 10,572 11,127 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,053) -50 165 -93 -1,295 -1,495 -1,438 -1,423 385 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 3.8 1.6 75.4 72.3 78.8 77.7 21.2 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 19 22 22 26 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,290 COMMITMENTS 4,590 4,000 275 33,445 34,310 38,310 38,585 4,980 4,705 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,560) 115 -100 -150 -1,245 -1,045 -1,280 -1,295 -280 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 9.2 0.6 77.3 79.3 88.5 89.1 11.5 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 21 20 24 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,322 COMMITMENTS 6,189 5,600 2,897 30,546 30,715 39,632 39,212 5,690 6,110 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -1,978) 115 -125 -593 -1,465 -1,225 -1,943 -1,943 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 12.4 6.4 67.4 67.8 87.4 86.5 12.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 18 19 20 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 230,763 COMMITMENTS 23,438 3,743 8,542 151,583 171,278 183,563 183,563 47,200 47,200 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -7,076) 696 -265 -1,165 -3,784 -2,823 -4,253 -4,253 -2,823 -2,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.2 1.6 3.7 65.7 74.2 79.5 79.5 20.5 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 8 2 6 31 33 40 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 183,438 COMMITMENTS 32,260 5,182 8,290 110,547 137,710 151,097 151,182 32,341 32,256 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: -6,434) 265 149 -892 -3,527 -3,451 -4,154 -4,194 -2,280 -2,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 2.8 4.5 60.3 75.1 82.4 82.4 17.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 3 4 26 30 33 35 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK FUTURES ONLY POSITIONS AS OF 06/07/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,463 COMMITMENTS 19,275 1,000 295 52,295 70,620 71,865 71,915 14,598 14,548 CHANGES FROM 05/31/22 (CHANGE IN OPEN INTEREST: 1,755) 240 0 0 805 1,095 1,045 1,095 710 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 1.2 0.3 60.5 81.7 83.1 83.2 16.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 16 11 19 16
Updated June 10, 2022