TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     2,460:       547      1,788          0      1,913        660      2,460      2,448:         0         12
Old  :     2,460:       547      1,788          0      1,913        660      2,460      2,448:         0         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       72.7        0.0       77.8       26.8      100.0       99.5:       0.0        0.5
Old  :     100.0:      22.2       72.7        0.0       77.8       26.8      100.0       99.5:       0.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          3          0         10          4         16          7:
Old  :        20:         6          3          0         10          4         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       97.0       81.3       99.5       51.4       86.8       75.2       87.8
Old  :                 53.0       97.0       81.3       99.5       51.4       86.8       75.2       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     2,826:       714      1,587          0      2,071      1,227      2,785      2,814:        41         12
Old  :     2,826:       714      1,587          0      2,071      1,227      2,785      2,814:        41         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       56.2        0.0       73.3       43.4       98.5       99.6:       1.5        0.4
Old  :     100.0:      25.3       56.2        0.0       73.3       43.4       98.5       99.6:       1.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          0          8          5         13          9:
Old  :        20:         5          4          0          8          5         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.9       85.9       90.5       98.3       59.6       85.9       85.2       92.5
Old  :                 64.9       85.9       90.5       98.3       59.6       85.9       85.2       92.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     4,097:       250      1,937          0      3,568      1,910      3,818      3,847:       279        250
Old  :     4,097:       250      1,937          0      3,568      1,910      3,818      3,847:       279        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :        75:        25        -50          0         50        125         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.1       47.3        0.0       87.1       46.6       93.2       93.9:       6.8        6.1
Old  :     100.0:       6.1       47.3        0.0       87.1       46.6       93.2       93.9:       6.8        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          7          0          8          7         11         14:
Old  :        23:         3          7          0          8          7         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.9       68.2       91.4       85.8       84.6       68.2       89.5       84.5
Old  :                 85.9       68.2       91.4       85.8       84.6       68.2       89.5       84.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE                                                           Code-006NG3
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     3,250:        98      1,890          0      2,860      1,110      2,958      3,000:       292        250
Old  :     3,250:        98      1,890          0      2,860      1,110      2,958      3,000:       292        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :        25:        25          0          0          0         25         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0       58.2        0.0       88.0       34.2       91.0       92.3:       9.0        7.7
Old  :     100.0:       3.0       58.2        0.0       88.0       34.2       91.0       92.3:       9.0        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          6          0          8          6         11         12:
Old  :        21:         3          6          0          8          6         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 81.8       67.3       88.7       87.7       79.2       65.4       83.8       83.5
Old  :                 81.8       67.3       88.7       87.7       79.2       65.4       83.8       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE                                                         Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    84,534:       695        700          0     79,549     79,828     80,244     80,528:     4,290      4,006
Old  :    84,534:       695        700          0     79,549     79,828     80,244     80,528:     4,290      4,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,969:       -25          0          0     -3,900     -3,914     -3,925     -3,914:       -44        -55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.8        0.0       94.1       94.4       94.9       95.3:       5.1        4.7
Old  :     100.0:       0.8        0.8        0.0       94.1       94.4       94.9       95.3:       5.1        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          0         17         16         18         17:
Old  :        23:         1          1          0         17         16         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 79.9       64.3       89.0       86.2       75.6       62.3       81.7       80.3
Old  :                 79.9       64.3       89.0       86.2       75.6       62.3       81.7       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE                                                         Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    69,746:       475          0          0     64,221     64,670     64,696     64,670:     5,050      5,076
Old  :    69,746:       475          0          0     64,221     64,670     64,696     64,670:     5,050      5,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -2,812:       -20          0          0     -2,801     -2,918     -2,821     -2,918:         9        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7        0.0        0.0       92.1       92.7       92.8       92.7:       7.2        7.3
Old  :     100.0:       0.7        0.0        0.0       92.1       92.7       92.8       92.7:       7.2        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          0          0         17         16         18         16:
Old  :        21:         1          0          0         17         16         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.2       65.0       86.7       83.6       72.6       62.7       79.1       78.5
Old  :                 77.2       65.0       86.7       83.6       72.6       62.7       79.1       78.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                          Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    20,774:       330          0          0     17,162     17,205     17,492     17,205:     3,282      3,569
Old  :    20,774:       330          0          0     17,162     17,205     17,492     17,205:     3,282      3,569
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :       182:         0          0          0        172        147        172        147:        10         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        0.0        0.0       82.6       82.8       84.2       82.8:      15.8       17.2
Old  :     100.0:       1.6        0.0        0.0       82.6       82.8       84.2       82.8:      15.8       17.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         11         15         12         15:
Old  :        20:         1          0          0         11         15         12         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       56.6       81.4       76.6       60.6       56.6       71.4       71.4
Old  :                 67.1       56.6       81.4       76.6       60.6       56.6       71.4       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                         Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    18,890:       380          0          0     15,435     15,575     15,815     15,575:     3,075      3,315
Old  :    18,890:       380          0          0     15,435     15,575     15,815     15,575:     3,075      3,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :       217:         0          0          0        207        207        207        207:        10         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        0.0        0.0       81.7       82.5       83.7       82.5:      16.3       17.5
Old  :     100.0:       2.0        0.0        0.0       81.7       82.5       83.7       82.5:      16.3       17.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          0          0         11         16         12         16:
Old  :        20:         1          0          0         11         16         12         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.6       58.4       80.3       75.6       63.1       58.4       73.0       73.5
Old  :                 66.6       58.4       80.3       75.6       63.1       58.4       73.0       73.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    24,369:     1,054      1,822        477     20,420     19,173     21,951     21,472:     2,418      2,897
Old  :    24,369:     1,054      1,822        477     20,420     19,173     21,951     21,472:     2,418      2,897
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -2,179:       164        -80       -535     -1,894     -1,602     -2,265     -2,217:        86         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        7.5        2.0       83.8       78.7       90.1       88.1:       9.9       11.9
Old  :     100.0:       4.3        7.5        2.0       83.8       78.7       90.1       88.1:       9.9       11.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         1          3          3         16         19         19         23:
Old  :        26:         1          3          3         16         19         19         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       57.6       72.7       72.6       45.3       53.5       65.0       67.1
Old  :                 50.6       57.6       72.7       72.6       45.3       53.5       65.0       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    18,382:       280      4,068        240     15,717     11,874     16,237     16,182:     2,145      2,200
Old  :    18,382:       280      4,068        240     15,717     11,874     16,237     16,182:     2,145      2,200
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,865:       -28       -284          0     -1,758     -1,492     -1,786     -1,776:       -79        -89
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       22.1        1.3       85.5       64.6       88.3       88.0:      11.7       12.0
Old  :     100.0:       1.5       22.1        1.3       85.5       64.6       88.3       88.0:      11.7       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          4          1         13         12         15         16:
Old  :        22:         1          4          1         13         12         15         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       56.0       72.4       72.9       43.4       50.3       55.2       60.0
Old  :                 53.0       56.0       72.4       72.9       43.4       50.3       55.2       60.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE                                                           Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    90,992:     7,795      1,933          0     68,020     73,729     75,815     75,662:    15,177     15,330
Old  :    90,992:     7,795      1,933          0     68,020     73,729     75,815     75,662:    15,177     15,330
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,907:    -1,845         95          0     -1,616     -3,594     -3,461     -3,499:      -446       -408
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        2.1        0.0       74.8       81.0       83.3       83.2:      16.7       16.8
Old  :     100.0:       8.6        2.1        0.0       74.8       81.0       83.3       83.2:      16.7       16.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          0         21         21         23         24:
Old  :        28:         2          3          0         21         21         23         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       51.0       72.4       69.5       52.2       50.2       65.7       63.2
Old  :                 56.1       51.0       72.4       69.5       52.2       50.2       65.7       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE                                                          Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    90,541:    13,825      1,267        105     58,849     71,735     72,779     73,107:    17,762     17,434
Old  :    90,541:    13,825      1,267        105     58,849     71,735     72,779     73,107:    17,762     17,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -4,438:    -1,815         29       -170     -2,016     -3,925     -4,001     -4,066:      -437       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3        1.4        0.1       65.0       79.2       80.4       80.7:      19.6       19.3
Old  :     100.0:      15.3        1.4        0.1       65.0       79.2       80.4       80.7:      19.6       19.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          3          1         21         21         25         24:
Old  :        29:         3          3          1         21         21         25         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       50.1       66.5       67.8       42.0       49.2       60.8       61.6
Old  :                 46.0       50.1       66.5       67.8       42.0       49.2       60.8       61.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    24,778:       240     10,180        200     20,188     10,743     20,628     21,123:     4,150      3,655
Old  :    24,778:       240     10,180        200     20,188     10,743     20,628     21,123:     4,150      3,655
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,271:       -50       -470          0     -1,066       -666     -1,116     -1,136:      -155       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       41.1        0.8       81.5       43.4       83.3       85.2:      16.7       14.8
Old  :     100.0:       1.0       41.1        0.8       81.5       43.4       83.3       85.2:      16.7       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          1         21         12         24         15:
Old  :        27:         2          3          1         21         12         24         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       69.0       55.6       80.2       39.8       65.0       51.2       69.4
Old  :                 42.0       69.0       55.6       80.2       39.8       65.0       51.2       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    24,788:       225     10,180        200     20,188     10,728     20,613     21,108:     4,175      3,680
Old  :    24,788:       225     10,180        200     20,188     10,728     20,613     21,108:     4,175      3,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,266:       -50       -470          0     -1,061       -661     -1,111     -1,131:      -155       -135
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9       41.1        0.8       81.4       43.3       83.2       85.2:      16.8       14.8
Old  :     100.0:       0.9       41.1        0.8       81.4       43.3       83.2       85.2:      16.8       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          3          1         21         12         24         15:
Old  :        27:         2          3          1         21         12         24         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       68.9       55.4       80.1       39.7       65.0       51.2       69.3
Old  :                 41.9       68.9       55.4       80.1       39.7       65.0       51.2       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                  Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    31,517:     6,169          0        415     21,301     27,625     27,885     28,040:     3,632      3,477
Old  :    31,517:     6,169          0        415     21,301     27,625     27,885     28,040:     3,632      3,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -2,213:      -591        -25       -105     -1,587     -1,998     -2,283     -2,128:        70        -85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        0.0        1.3       67.6       87.7       88.5       89.0:      11.5       11.0
Old  :     100.0:      19.6        0.0        1.3       67.6       87.7       88.5       89.0:      11.5       11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          0          1         18          9         20         10:
Old  :        21:         2          0          1         18          9         20         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       81.9       75.1       88.5       42.0       60.0       50.8       60.4
Old  :                 63.9       81.9       75.1       88.5       42.0       60.0       50.8       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                                                                 Code-064EJJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,709:     5,227          0        415     18,474     23,856     24,116     24,271:     2,593      2,438
Old  :    26,709:     5,227          0        415     18,474     23,856     24,116     24,271:     2,593      2,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,651:      -607          0       -130     -1,039     -1,491     -1,776     -1,621:       125        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6        0.0        1.6       69.2       89.3       90.3       90.9:       9.7        9.1
Old  :     100.0:      19.6        0.0        1.6       69.2       89.3       90.3       90.9:       9.7        9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         3          0          1         18         10         21         11:
Old  :        22:         3          0          1         18         10         21         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       82.2       75.3       90.5       33.7       57.1       44.6       57.1
Old  :                 62.3       82.2       75.3       90.5       33.7       57.1       44.6       57.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_on_dap - NODAL EXCHANGE                                                                 Code-064EOW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    10,095:     1,470        425          0      6,710      7,770      8,180      8,195:     1,915      1,900
Old  :    10,095:     1,470        425          0      6,710      7,770      8,180      8,195:     1,915      1,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,105:      -144       -625          0       -870       -440     -1,014     -1,065:       -91        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        4.2        0.0       66.5       77.0       81.0       81.2:      19.0       18.8
Old  :     100.0:      14.6        4.2        0.0       66.5       77.0       81.0       81.2:      19.0       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          3          0         13          8         15         11:
Old  :        20:         2          3          0         13          8         15         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.1       66.0       66.7       79.8       40.9       53.8       55.2       60.9
Old  :                 45.1       66.0       66.7       79.8       40.9       53.8       55.2       60.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_off_dap - NODAL EXCHANGE                                                                Code-064EOX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    10,060:     1,470        425          0      6,820      7,805      8,290      8,230:     1,770      1,830
Old  :    10,060:     1,470        425          0      6,820      7,805      8,290      8,230:     1,770      1,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,185:      -144       -625          0       -990       -520     -1,134     -1,145:       -51        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        4.2        0.0       67.8       77.6       82.4       81.8:      17.6       18.2
Old  :     100.0:      14.6        4.2        0.0       67.8       77.6       82.4       81.8:      17.6       18.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          3          0         14          8         16         11:
Old  :        21:         2          3          0         14          8         16         11:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       66.1       67.3       80.0       40.3       51.7       54.6       58.8
Old  :                 44.9       66.1       67.3       80.0       40.3       51.7       54.6       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE                                                           Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,966:     5,560         75          0     37,511     43,491     43,071     43,566:     2,895      2,400
Old  :    45,966:     5,560         75          0     37,511     43,491     43,071     43,566:     2,895      2,400
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,457:    -1,165        -25          0     -2,359     -3,374     -3,524     -3,399:        67        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        0.2        0.0       81.6       94.6       93.7       94.8:       6.3        5.2
Old  :     100.0:      12.1        0.2        0.0       81.6       94.6       93.7       94.8:       6.3        5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         15         16         17         17:
Old  :        24:         2          1          0         15         16         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       82.8       91.2       90.9       71.4       82.8       90.5       90.1
Old  :                 71.4       82.8       91.2       90.9       71.4       82.8       90.5       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE                                                          Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    49,589:     6,265      6,075          0     40,589     41,104     46,854     47,179:     2,735      2,410
Old  :    49,589:     6,265      6,075          0     40,589     41,104     46,854     47,179:     2,735      2,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,287:    -1,450        -25          0     -1,916     -3,196     -3,366     -3,221:        79        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       12.3        0.0       81.9       82.9       94.5       95.1:       5.5        4.9
Old  :     100.0:      12.6       12.3        0.0       81.9       82.9       94.5       95.1:       5.5        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          0         15         15         17         17:
Old  :        25:         2          2          0         15         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.4       80.2       91.7       90.7       76.4       80.2       91.1       89.9
Old  :                 76.4       80.2       91.7       90.7       76.4       80.2       91.1       89.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    59,945:     7,135        930      1,091     49,355     55,835     57,581     57,856:     2,364      2,089
Old  :    59,945:     7,135        930      1,091     49,355     55,835     57,581     57,856:     2,364      2,089
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,050:    -1,855        425        486     -1,525     -4,080     -2,894     -3,169:      -156        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9        1.6        1.8       82.3       93.1       96.1       96.5:       3.9        3.5
Old  :     100.0:      11.9        1.6        1.8       82.3       93.1       96.1       96.5:       3.9        3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          2          4         19         17         25         21:
Old  :        29:         4          2          4         19         17         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       82.8       76.9       90.0       59.2       77.2       73.5       81.5
Old  :                 61.1       82.8       76.9       90.0       59.2       77.2       73.5       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    58,005:     6,735      1,290      1,216     47,895     53,565     55,846     56,071:     2,159      1,934
Old  :    58,005:     6,735      1,290      1,216     47,895     53,565     55,846     56,071:     2,159      1,934
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -2,225:    -1,740        275        611       -970     -3,255     -2,099     -2,369:      -126        144
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.6        2.2        2.1       82.6       92.3       96.3       96.7:       3.7        3.3
Old  :     100.0:      11.6        2.2        2.1       82.6       92.3       96.3       96.7:       3.7        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         4          2          4         19         17         25         21:
Old  :        29:         4          2          4         19         17         25         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       81.8       78.0       88.9       60.0       76.6       74.0       80.3
Old  :                 62.4       81.8       78.0       88.9       60.0       76.6       74.0       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    53,310:    15,735      1,050      1,025     32,225     47,010     48,985     49,085:     4,325      4,225
Old  :    53,310:    15,735      1,050      1,025     32,225     47,010     48,985     49,085:     4,325      4,225
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -4,085:    -1,305        -50       -150     -2,690     -3,950     -4,145     -4,150:        60         65
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.5        2.0        1.9       60.4       88.2       91.9       92.1:       8.1        7.9
Old  :     100.0:      29.5        2.0        1.9       60.4       88.2       91.9       92.1:       8.1        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          1          1         23         21         27         23:
Old  :        34:         4          1          1         23         21         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       51.3       66.3       74.0       43.9       46.1       56.8       60.2
Old  :                 47.7       51.3       66.3       74.0       43.9       46.1       56.8       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,555:    15,425      1,270        855     32,285     46,390     48,565     48,515:     3,990      4,040
Old  :    52,555:    15,425      1,270        855     32,285     46,390     48,565     48,515:     3,990      4,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,720:    -1,210        -65       -135     -2,620     -3,760     -3,965     -3,960:       245        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4        2.4        1.6       61.4       88.3       92.4       92.3:       7.6        7.7
Old  :     100.0:      29.4        2.4        1.6       61.4       88.3       92.4       92.3:       7.6        7.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          2          1         22         21         26         23:
Old  :        34:         3          2          1         22         21         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       49.0       68.5       71.1       42.8       41.6       56.2       56.5
Old  :                 49.2       49.0       68.5       71.1       42.8       41.6       56.2       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,700:    13,565      2,470        524     32,476     43,753     46,565     46,747:     6,135      5,953
Old  :    52,700:    13,565      2,470        524     32,476     43,753     46,565     46,747:     6,135      5,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,909:      -620       -745       -381     -2,264     -2,152     -3,265     -3,278:      -644       -631
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7        4.7        1.0       61.6       83.0       88.4       88.7:      11.6       11.3
Old  :     100.0:      25.7        4.7        1.0       61.6       83.0       88.4       88.7:      11.6       11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          2         24         13         30         16:
Old  :        33:         5          2          2         24         13         30         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       74.2       60.7       83.5       43.1       66.6       60.0       75.0
Old  :                 43.5       74.2       60.7       83.5       43.1       66.6       60.0       75.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    47,237:     9,910      2,470        349     30,961     38,611     41,220     41,430:     6,017      5,807
Old  :    47,237:     9,910      2,470        349     30,961     38,611     41,220     41,430:     6,017      5,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -3,037:      -525       -795       -201     -1,911     -1,657     -2,637     -2,653:      -400       -384
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0        5.2        0.7       65.5       81.7       87.3       87.7:      12.7       12.3
Old  :     100.0:      21.0        5.2        0.7       65.5       81.7       87.3       87.7:      12.7       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          2         24         14         30         17:
Old  :        33:         5          2          2         24         14         30         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       71.3       57.9       82.1       40.9       62.7       56.5       70.9
Old  :                 40.9       71.3       57.9       82.1       40.9       62.7       56.5       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   242,337:     3,450     32,559      3,412    177,924    149,001    184,786    184,972:    57,551     57,365
Old  :   242,337:     3,450     32,559      3,412    177,924    149,001    184,786    184,972:    57,551     57,365
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -6,582:       159     -5,845       -184     -3,928      2,242     -3,953     -3,787:    -2,629     -2,795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       13.4        1.4       73.4       61.5       76.3       76.3:      23.7       23.7
Old  :     100.0:       1.4       13.4        1.4       73.4       61.5       76.3       76.3:      23.7       23.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          8          3         31         32         35         40:
Old  :        44:         1          8          3         31         32         35         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       35.1       62.3       50.5       34.0       26.0       45.5       36.7
Old  :                 47.1       35.1       62.3       50.5       34.0       26.0       45.5       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   224,539:     3,810     28,880      3,224    164,034    139,062    171,068    171,166:    53,471     53,373
Old  :   224,539:     3,810     28,880      3,224    164,034    139,062    171,068    171,166:    53,471     53,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -4,661:         9     -5,196        -94     -3,053      2,230     -3,138     -3,060:    -1,523     -1,601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       12.9        1.4       73.1       61.9       76.2       76.2:      23.8       23.8
Old  :     100.0:       1.7       12.9        1.4       73.1       61.9       76.2       76.2:      23.8       23.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          8          3         31         32         35         40:
Old  :        44:         1          8          3         31         32         35         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       35.7       58.5       51.7       30.9       26.4       42.6       36.7
Old  :                 43.9       35.7       58.5       51.7       30.9       26.4       42.6       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                                                          Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    35,270:     2,500      6,740      1,180     30,430     26,195     34,110     34,115:     1,160      1,155
Old  :    35,270:     2,500      6,740      1,180     30,430     26,195     34,110     34,115:     1,160      1,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :       -90:         0       -770        600       -700         70       -100       -100:        10         10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1       19.1        3.3       86.3       74.3       96.7       96.7:       3.3        3.3
Old  :     100.0:       7.1       19.1        3.3       86.3       74.3       96.7       96.7:       3.3        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          1         14         14         17         15:
Old  :        22:         2          1          1         14         14         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       70.0       81.5       92.1       54.8       61.6       74.4       76.3
Old  :                 58.8       70.0       81.5       92.1       54.8       61.6       74.4       76.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE                                                           Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    51,038:         0      4,760      1,310     42,103     37,558     43,413     43,628:     7,625      7,410
Old  :    51,038:         0      4,760      1,310     42,103     37,558     43,413     43,628:     7,625      7,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :      -608:         0      1,725       -725        227     -1,343       -498       -343:      -110       -265
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.3        2.6       82.5       73.6       85.1       85.5:      14.9       14.5
Old  :     100.0:       0.0        9.3        2.6       82.5       73.6       85.1       85.5:      14.9       14.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          3          2         19         21         21         24:
Old  :        25:         0          3          2         19         21         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       43.5       66.2       66.3       27.4       31.3       36.8       40.8
Old  :                 45.5       43.5       66.2       66.3       27.4       31.3       36.8       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE                                                          Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    48,959:       525      3,950      1,499     38,630     35,665     40,654     41,114:     8,305      7,845
Old  :    48,959:       525      3,950      1,499     38,630     35,665     40,654     41,114:     8,305      7,845
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :       -61:        25      3,585     -1,136        135     -3,040       -976       -591:       915        530
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1        8.1        3.1       78.9       72.8       83.0       84.0:      17.0       16.0
Old  :     100.0:       1.1        8.1        3.1       78.9       72.8       83.0       84.0:      17.0       16.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          2         16         21         18         24:
Old  :        24:         1          2          2         16         21         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       42.5       72.4       62.2       39.9       31.4       45.8       43.7
Old  :                 55.2       42.5       72.4       62.2       39.9       31.4       45.8       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE                                                           Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    43,907:     8,050      3,050        375     29,842     35,172     38,267     38,597:     5,640      5,310
Old  :    43,907:     8,050      3,050        375     29,842     35,172     38,267     38,597:     5,640      5,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,299:      -175          0         88     -1,568     -1,783     -1,655     -1,695:       356        396
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3        6.9        0.9       68.0       80.1       87.2       87.9:      12.8       12.1
Old  :     100.0:      18.3        6.9        0.9       68.0       80.1       87.2       87.9:      12.8       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          2         18         21         21         23:
Old  :        25:         2          1          2         18         21         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       43.5       71.9       63.9       37.6       36.6       47.6       49.0
Old  :                 54.0       43.5       71.9       63.9       37.6       36.6       47.6       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE                                                          Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,378:    13,470      3,625        108     26,125     35,509     39,703     39,242:     5,675      6,136
Old  :    45,378:    13,470      3,625        108     26,125     35,509     39,703     39,242:     5,675      6,136
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -1,447:    -1,655        -75        108       -150     -1,995     -1,697     -1,962:       250        515
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.7        8.0        0.2       57.6       78.3       87.5       86.5:      12.5       13.5
Old  :     100.0:      29.7        8.0        0.2       57.6       78.3       87.5       86.5:      12.5       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         17         18         19         20:
Old  :        23:         2          1          1         17         18         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       54.6       73.6       74.7       41.7       47.2       47.4       51.1
Old  :                 58.0       54.6       73.6       74.7       41.7       47.2       47.4       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   248,348:    20,025      4,520      6,321    174,546    190,271    200,892    201,112:    47,456     47,236
Old  :   248,348:    20,025      4,520      6,321    174,546    190,271    200,892    201,112:    47,456     47,236
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :   -10,522:     3,210     -2,721       -824    -10,700     -4,684     -8,314     -8,229:    -2,208     -2,293
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        1.8        2.5       70.3       76.6       80.9       81.0:      19.1       19.0
Old  :     100.0:       8.1        1.8        2.5       70.3       76.6       80.9       81.0:      19.1       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         6          5          7         32         30         42         38:
Old  :        44:         6          5          7         32         30         42         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       42.7       58.0       60.5       34.7       39.4       43.3       43.4
Old  :                 43.5       42.7       58.0       60.5       34.7       39.4       43.3       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 08, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   192,521:    23,675      4,670      5,904    128,313    147,438    157,892    158,012:    34,629     34,509
Old  :   192,521:    23,675      4,670      5,904    128,313    147,438    157,892    158,012:    34,629     34,509
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 1, 2022                        :
     :    -8,482:      -245     -3,271       -167     -6,235     -3,194     -6,647     -6,632:    -1,835     -1,850
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3        2.4        3.1       66.6       76.6       82.0       82.1:      18.0       17.9
Old  :     100.0:      12.3        2.4        3.1       66.6       76.6       82.0       82.1:      18.0       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          4          1         30         29         37         33:
Old  :        42:         6          4          1         30         29         37         33:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       46.5       55.9       68.0       34.5       40.3       46.3       49.9
Old  :                 36.8       46.5       55.9       68.0       34.5       40.3       46.3       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 11, 2022