PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,600 COMMITMENTS 1,600 900 0 6,000 6,700 7,600 7,600 0 0 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 11.8 0.0 78.9 88.2 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 6 8 9 11 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,125 COMMITMENTS 280 1,904 0 2,583 971 2,863 2,875 262 250 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 60.9 0.0 82.7 31.1 91.6 92.0 8.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 6 0 8 7 10 13 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,961 COMMITMENTS 745 700 0 82,856 83,038 83,601 83,738 4,360 4,223 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 2,706) 0 0 0 2,931 3,156 2,931 3,156 -225 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.2 94.4 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 17 18 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,790 COMMITMENTS 515 0 0 65,201 65,664 65,716 65,664 5,074 5,126 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 2,335) 0 0 0 2,677 2,510 2,677 2,510 -342 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.1 92.8 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,026 COMMITMENTS 460 1,782 1,348 24,200 22,599 26,008 25,729 2,018 2,297 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 118) 0 0 0 222 122 222 122 -104 -4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 6.4 4.8 86.3 80.6 92.8 91.8 7.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 16 19 19 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,788 COMMITMENTS 336 4,771 60 18,737 14,222 19,133 19,053 1,655 1,735 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -140) 0 0 0 -104 -204 -104 -204 -36 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 23.0 0.3 90.1 68.4 92.0 91.7 8.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 11 15 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,367 COMMITMENTS 12,010 1,983 0 70,202 80,086 82,212 82,069 17,155 17,298 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 397) 0 0 0 83 143 83 143 314 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 2.0 0.0 70.6 80.6 82.7 82.6 17.3 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 20 21 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,723 COMMITMENTS 17,850 1,324 335 61,672 78,590 79,857 80,249 20,866 20,474 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 190) 0 0 0 75 135 75 135 115 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.3 0.3 61.2 78.0 79.3 79.7 20.7 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 18 21 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,015 COMMITMENTS 445 8,775 200 18,610 10,785 19,255 19,760 3,760 3,255 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 38.1 0.9 80.9 46.9 83.7 85.9 16.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 19 10 22 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,015 COMMITMENTS 445 8,775 200 18,585 10,760 19,230 19,735 3,785 3,280 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 38.1 0.9 80.8 46.8 83.6 85.7 16.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 19 10 22 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,556 COMMITMENTS 4,138 50 750 20,421 24,509 25,309 25,309 1,247 1,247 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -94 -94 -94 -94 34 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.2 2.8 76.9 92.3 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 18 10 20 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,231 COMMITMENTS 3,897 0 800 15,842 19,739 20,539 20,539 692 692 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.0 3.8 74.6 93.0 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 19 11 22 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,169 COMMITMENTS 6,540 125 0 42,134 48,549 48,674 48,674 2,495 2,495 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 130) 0 0 0 134 194 134 194 -4 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.2 0.0 82.3 94.9 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 16 17 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,244 COMMITMENTS 7,410 6,125 0 44,513 45,598 51,923 51,723 2,321 2,521 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 80) 0 0 0 64 124 64 124 16 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.3 0.0 82.1 84.1 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 15 14 17 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,995 COMMITMENTS 9,790 500 635 43,955 53,830 54,380 54,965 2,615 2,030 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 280) 0 0 0 205 205 205 205 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.9 1.1 77.1 94.4 95.4 96.4 4.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 3 21 16 28 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,435 COMMITMENTS 8,980 1,040 630 41,970 50,865 51,580 52,535 2,855 1,900 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 280) 0 0 0 205 205 205 205 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 1.9 1.2 77.1 93.4 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 4 20 16 27 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,135 COMMITMENTS 18,705 1,150 1,175 35,570 53,235 55,450 55,560 4,685 4,575 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 180) 50 0 -50 180 230 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 1.9 2.0 59.2 88.5 92.2 92.4 7.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 23 19 28 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,600 COMMITMENTS 17,955 1,150 1,225 36,115 52,860 55,295 55,235 4,305 4,365 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 1.9 2.1 60.6 88.7 92.8 92.7 7.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 22 20 27 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,140 COMMITMENTS 9,915 2,865 1,361 32,769 39,967 44,045 44,193 4,095 3,947 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 1,555) 25 -10 0 2,130 2,165 2,155 2,155 -600 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 6.0 2.8 68.1 83.0 91.5 91.8 8.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 22 12 28 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,175 COMMITMENTS 7,565 2,675 1,261 30,286 35,358 39,112 39,294 4,063 3,881 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 1,815) 25 -25 0 1,765 1,815 1,790 1,790 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 6.2 2.9 70.1 81.9 90.6 91.0 9.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 21 13 27 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 221,372 COMMITMENTS 1,737 41,806 1,043 164,389 124,360 167,169 167,209 54,203 54,163 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 7,150) 0 -145 265 6,062 6,207 6,327 6,327 823 823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 18.9 0.5 74.3 56.2 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 32 36 36 45 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 208,200 COMMITMENTS 2,397 38,865 1,128 155,414 118,986 158,939 158,979 49,261 49,221 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 6,850) 0 -180 315 5,490 5,670 5,805 5,805 1,045 1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 18.7 0.5 74.6 57.1 76.3 76.4 23.7 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 32 35 37 44 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,910 COMMITMENTS 2,625 18,440 600 35,970 20,165 39,195 39,205 1,715 1,705 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 45.1 1.5 87.9 49.3 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 13 19 14 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,772 COMMITMENTS 3,450 300 50 38,200 41,473 41,700 41,823 8,072 7,949 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 481) 0 0 0 -714 -895 -714 -895 1,195 1,376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 0.6 0.1 76.7 83.3 83.8 84.0 16.2 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 19 23 21 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,735 COMMITMENTS 3,520 300 615 35,955 39,495 40,090 40,410 7,645 7,325 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 695) 0 0 0 -170 -160 -170 -160 865 855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.6 1.3 75.3 82.7 84.0 84.7 16.0 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 15 22 17 25 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,583 COMMITMENTS 2,575 4,275 24 32,110 30,870 34,709 35,169 5,874 5,414 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 170) 0 0 0 90 140 90 140 80 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 10.5 0.1 79.1 76.1 85.5 86.7 14.5 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 19 20 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,239 COMMITMENTS 14,350 5,625 0 24,835 33,614 39,185 39,239 5,054 5,000 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: -340) 0 0 0 -390 -340 -390 -340 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 12.7 0.0 56.1 76.0 88.6 88.7 11.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 17 17 19 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 266,976 COMMITMENTS 18,182 2,267 10,033 190,083 206,118 218,298 218,418 48,678 48,558 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 3,230) 225 1,025 -350 2,014 1,014 1,889 1,689 1,341 1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.8 3.8 71.2 77.2 81.8 81.8 18.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 7 3 7 33 31 43 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 203,167 COMMITMENTS 19,995 807 11,441 138,143 157,541 169,579 169,789 33,588 33,378 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 2,223) 1,025 0 -447 1,180 2,910 1,758 2,463 465 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.4 5.6 68.0 77.5 83.5 83.6 16.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 2 2 30 29 37 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,975 COMMITMENTS 495 675 105 24,210 23,730 24,810 24,510 2,165 2,465 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.5 0.4 89.7 88.0 92.0 90.9 8.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 8 14 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/25/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,760 COMMITMENTS 50 935 300 24,315 23,130 24,665 24,365 2,095 2,395 CHANGES FROM 01/18/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.5 1.1 90.9 86.4 92.2 91.1 7.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated January 28, 2022