PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 8,101 COMMITMENTS 2,101 900 0 6,000 7,201 8,101 8,101 0 0 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 150) 150 0 0 0 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 11.1 0.0 74.1 88.9 100.0 100.0 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 02/08/22 | --------------------------------------------------------------| 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 175 1,904 0 2,683 971 2,858 2,875 267 250 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 0) -105 0 0 100 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 60.9 0.0 85.9 31.1 91.5 92.0 8.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 6 0 8 7 9 13 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,518 COMMITMENTS 720 700 0 80,564 80,737 81,284 81,437 4,234 4,081 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -3,393) -25 0 0 -3,240 -3,249 -3,265 -3,249 -128 -144 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_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,838 COMMITMENTS 495 0 0 64,412 64,858 64,907 64,858 4,931 4,980 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,957) -20 0 0 -1,792 -1,809 -1,812 -1,809 -145 -148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.2 92.9 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,258 COMMITMENTS 530 1,702 1,147 23,527 21,758 25,204 24,607 2,054 2,651 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -853) 70 -80 -201 -721 -889 -852 -1,170 -1 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.2 4.2 86.3 79.8 92.5 90.3 7.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 16 17 19 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,530 COMMITMENTS 308 4,512 60 18,401 14,137 18,769 18,709 1,761 1,821 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -473) -28 -259 0 -551 -260 -579 -519 106 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 22.0 0.3 89.6 68.9 91.4 91.1 8.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 10 14 13 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,100 COMMITMENTS 9,640 1,838 0 69,445 77,012 79,085 78,850 16,015 16,250 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -6,157) -2,370 -145 0 -2,882 -5,199 -5,252 -5,344 -905 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 1.9 0.0 73.0 81.0 83.2 82.9 16.8 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 20 21 21 25 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,331 COMMITMENTS 15,640 1,238 275 60,409 75,084 76,324 76,597 20,007 19,734 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -6,217) -2,210 -86 -60 -2,998 -5,241 -5,268 -5,387 -949 -830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 1.3 0.3 62.7 77.9 79.2 79.5 20.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 19 21 22 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,679 COMMITMENTS 275 10,350 200 20,574 11,014 21,049 21,564 3,630 3,115 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -396) -50 1,575 0 -296 -1,911 -346 -336 -50 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 41.9 0.8 83.4 44.6 85.3 87.4 14.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 21 11 24 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,684 COMMITMENTS 275 10,350 200 20,554 10,994 21,029 21,544 3,655 3,140 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -391) -50 1,575 0 -291 -1,906 -341 -331 -50 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 41.9 0.8 83.3 44.5 85.2 87.3 14.8 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 21 11 24 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,793 COMMITMENTS 6,675 25 520 19,436 26,086 26,631 26,631 1,162 1,162 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 1,212) 2,537 -25 -230 -1,010 1,552 1,297 1,297 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 0.1 1.9 69.9 93.9 95.8 95.8 4.2 4.2 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 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,110 COMMITMENTS 5,749 0 545 15,154 20,903 21,448 21,448 662 662 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 854) 1,852 0 -255 -713 1,139 884 884 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 0.0 2.5 68.5 94.5 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 18 11 21 13 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,244 COMMITMENTS 5,275 100 0 39,326 44,751 44,601 44,851 2,643 2,393 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -3,925) -1,265 -25 0 -2,808 -3,798 -4,073 -3,823 148 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 0.2 0.0 83.2 94.7 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 16 16 17 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,532 COMMITMENTS 6,210 6,100 0 41,861 42,021 48,071 48,121 2,461 2,411 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -3,712) -1,200 -25 0 -2,652 -3,577 -3,852 -3,602 140 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 12.1 0.0 82.8 83.2 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 15 15 17 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,195 COMMITMENTS 9,120 505 605 43,115 52,280 52,840 53,390 2,355 1,805 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,825) -670 5 -30 -865 -1,575 -1,565 -1,600 -260 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.9 1.1 78.1 94.7 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 16 28 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,115 COMMITMENTS 8,545 1,015 605 41,880 49,905 51,030 51,525 2,085 1,590 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,335) -435 -25 -25 -105 -975 -565 -1,025 -770 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 1.9 1.1 78.8 94.0 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 4 21 16 28 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,745 COMMITMENTS 17,040 1,100 1,175 33,090 49,135 51,305 51,410 4,440 4,335 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -4,960) -1,665 -50 0 -3,125 -4,745 -4,790 -4,795 -170 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 2.0 2.1 59.4 88.1 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 24 19 29 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,215 COMMITMENTS 16,635 1,335 990 33,595 48,840 51,220 51,165 3,995 4,050 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -4,610) -1,320 185 -235 -2,870 -4,370 -4,425 -4,420 -185 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 2.4 1.8 60.8 88.5 92.8 92.7 7.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 1 23 20 28 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,884 COMMITMENTS 13,055 2,965 905 33,566 43,791 47,526 47,661 5,358 5,223 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 3,727) 3,115 525 -748 147 2,724 2,514 2,501 1,213 1,226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 5.6 1.7 63.5 82.8 89.9 90.1 10.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 22 13 28 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,879 COMMITMENTS 10,360 3,015 595 32,377 39,888 43,332 43,498 4,547 4,381 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: 3,737) 2,770 715 -908 1,441 3,480 3,303 3,287 434 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 6.3 1.2 67.6 83.3 90.5 90.8 9.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 23 13 29 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 220,547 COMMITMENTS 2,576 36,644 3,496 160,711 126,663 166,783 166,803 53,764 53,744 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -4,970) 809 -5,492 2,383 -7,508 -1,227 -4,316 -4,336 -654 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 16.6 1.6 72.9 57.4 75.6 75.6 24.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 32 34 36 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 207,287 COMMITMENTS 3,086 33,371 3,218 152,516 122,251 158,820 158,840 48,467 48,447 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -6,067) 659 -5,774 2,020 -6,888 -475 -4,209 -4,229 -1,858 -1,838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 16.1 1.6 73.6 59.0 76.6 76.6 23.4 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 31 36 36 45 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,810 COMMITMENTS 2,625 11,240 600 33,040 24,435 36,265 36,275 2,545 2,535 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,530) 0 -1,500 0 -1,580 -80 -1,580 -1,580 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 29.0 1.5 85.1 63.0 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 13 18 14 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,644 COMMITMENTS 2,375 275 825 38,874 41,154 42,074 42,254 7,570 7,390 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,293) -1,075 -25 775 -806 -1,849 -1,106 -1,099 -187 -194 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.6 1.7 78.3 82.9 84.8 85.1 15.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 19 22 21 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,745 COMMITMENTS 2,035 275 1,350 37,160 39,115 40,545 40,740 7,200 7,005 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -945) -1,535 -25 735 110 -1,415 -690 -705 -255 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.6 2.8 77.8 81.9 84.9 85.3 15.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 16 24 18 27 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,571 COMMITMENTS 4,350 3,450 12 29,925 31,195 34,287 34,657 5,284 4,914 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,787) 275 -625 -12 -1,660 -800 -1,397 -1,437 -390 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 8.7 0.0 75.6 78.8 86.6 87.6 13.4 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 19 20 21 22 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,714 COMMITMENTS 15,275 4,125 0 23,605 34,739 38,880 38,864 4,834 4,850 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -2,255) -575 -1,300 0 -1,110 -525 -1,685 -1,825 -570 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 9.4 0.0 54.0 79.5 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 17 16 19 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 255,691 COMMITMENTS 15,195 2,611 8,839 184,466 197,185 208,500 208,635 47,191 47,056 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -7,841) 823 274 -1,719 -4,183 -3,619 -5,079 -5,064 -2,762 -2,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.0 3.5 72.1 77.1 81.5 81.6 18.5 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 4 7 32 31 42 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 194,957 COMMITMENTS 21,085 3,936 7,693 130,817 148,071 159,595 159,700 35,362 35,257 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -3,233) 595 1,094 -1,698 275 -209 -828 -813 -2,405 -2,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 2.0 3.9 67.1 76.0 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 5 3 30 30 38 35 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,740 COMMITMENTS 410 510 105 22,795 22,395 23,310 23,010 2,430 2,730 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,535) -85 -165 0 -1,335 -1,255 -1,420 -1,420 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.0 0.4 88.6 87.0 90.6 89.4 9.4 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 8 14 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,535 COMMITMENTS 25 830 240 22,890 21,785 23,155 22,855 2,380 2,680 CHANGES FROM 02/01/22 (CHANGE IN OPEN INTEREST: -1,525) -25 -105 -60 -1,345 -1,265 -1,430 -1,430 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 3.3 0.9 89.6 85.3 90.7 89.5 9.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated February 11, 2022