PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 8,151 COMMITMENTS 2,151 900 0 6,000 7,251 8,151 8,151 0 0 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 11.0 0.0 73.6 89.0 100.0 100.0 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,605 COMMITMENTS 200 1,987 0 3,143 1,368 3,343 3,355 262 250 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 480) 25 83 0 460 397 485 480 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 55.1 0.0 87.2 37.9 92.7 93.1 7.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 7 0 8 7 9 14 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,098 COMMITMENTS 720 700 0 82,144 82,317 82,864 83,017 4,234 4,081 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 1,580) 0 0 0 1,580 1,580 1,580 1,580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.3 94.5 95.1 95.3 4.9 4.7 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,473 COMMITMENTS 495 0 0 65,982 66,428 66,477 66,428 4,996 5,045 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 1,635) 0 0 0 1,570 1,570 1,570 1,570 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.3 92.9 93.0 92.9 7.0 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,472 COMMITMENTS 530 1,952 1,147 22,602 20,583 24,279 23,682 2,193 2,790 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: -786) 0 250 0 -925 -1,175 -925 -925 139 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 7.4 4.3 85.4 77.8 91.7 89.5 8.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 17 18 20 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,467 COMMITMENTS 308 4,762 60 17,760 13,406 18,128 18,228 2,339 2,239 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: -63) 0 250 0 -641 -731 -641 -481 578 418 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 23.3 0.3 86.8 65.5 88.6 89.1 11.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 1 12 12 14 16 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,160 COMMITMENTS 9,640 1,838 0 69,505 77,072 79,145 78,910 16,015 16,250 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 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 21 21 22 25 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,391 COMMITMENTS 15,640 1,238 275 60,469 75,144 76,384 76,657 20,007 19,734 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 1.3 0.3 62.7 78.0 79.2 79.5 20.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 20 21 23 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,294 COMMITMENTS 275 10,350 200 21,189 11,629 21,664 22,179 3,630 3,115 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 40.9 0.8 83.8 46.0 85.6 87.7 14.4 12.3 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,299 COMMITMENTS 275 10,350 200 21,169 11,609 21,644 22,159 3,655 3,140 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 615) 0 0 0 615 615 615 615 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 40.9 0.8 83.7 45.9 85.6 87.6 14.4 12.4 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,310 COMMITMENTS 6,675 25 520 19,751 26,401 26,946 26,946 1,364 1,364 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 517) 0 0 0 315 315 315 315 202 202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 0.1 1.8 69.8 93.3 95.2 95.2 4.8 4.8 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,643 COMMITMENTS 5,749 0 545 15,619 21,368 21,913 21,913 730 730 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 533) 0 0 0 465 465 465 465 68 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 0.0 2.4 69.0 94.4 96.8 96.8 3.2 3.2 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,964 COMMITMENTS 5,275 100 0 40,046 45,471 45,321 45,571 2,643 2,393 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 720) 0 0 0 720 720 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 0.2 0.0 83.5 94.8 94.5 95.0 5.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 15 16 17 17 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,407 COMMITMENTS 6,210 6,100 0 42,736 42,896 48,946 48,996 2,461 2,411 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 875) 0 0 0 875 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 11.9 0.0 83.1 83.4 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 16 15 18 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,535 COMMITMENTS 9,120 505 605 45,455 54,620 55,180 55,730 2,355 1,805 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 2,340) 0 0 0 2,340 2,340 2,340 2,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 0.9 1.1 79.0 94.9 95.9 96.9 4.1 3.1 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,455 COMMITMENTS 8,545 1,015 605 44,220 52,245 53,370 53,865 2,085 1,590 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 2,340) 0 0 0 2,340 2,340 2,340 2,340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 1.8 1.1 79.7 94.2 96.2 97.1 3.8 2.9 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,220 COMMITMENTS 17,040 1,100 1,175 33,740 49,785 51,955 52,060 4,265 4,160 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 475) 0 0 0 650 650 650 650 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 2.0 2.1 60.0 88.6 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 24 20 29 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,165 COMMITMENTS 16,635 1,335 990 33,795 49,040 51,420 51,365 3,745 3,800 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: -50) 0 0 0 200 200 200 200 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 2.4 1.8 61.3 88.9 93.2 93.1 6.8 6.9 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,749 COMMITMENTS 13,555 2,965 905 33,826 44,611 48,286 48,481 5,463 5,268 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 865) 500 0 0 260 820 760 820 105 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 5.5 1.7 62.9 83.0 89.8 90.2 10.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 24 13 30 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,699 COMMITMENTS 9,780 3,015 550 33,972 40,983 44,302 44,548 4,397 4,151 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 820) -580 0 -45 1,595 1,095 970 1,050 -150 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 6.2 1.1 69.8 84.2 91.0 91.5 9.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 23 13 29 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 223,607 COMMITMENTS 3,041 36,944 3,496 162,307 128,424 168,844 168,864 54,763 54,743 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 3,060) 465 300 0 1,596 1,761 2,061 2,061 999 999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 16.5 1.6 72.6 57.4 75.5 75.5 24.5 24.5 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 208,816 COMMITMENTS 3,551 32,591 3,218 152,469 123,449 159,238 159,258 49,578 49,558 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 1,529) 465 -780 0 -47 1,198 418 418 1,111 1,111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 15.6 1.5 73.0 59.1 76.3 76.3 23.7 23.7 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 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,920 COMMITMENTS 2,225 9,310 550 32,995 25,915 35,770 35,775 1,150 1,145 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: -1,890) -400 -1,930 -50 -45 1,480 -495 -500 -1,395 -1,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 25.2 1.5 89.4 70.2 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 14 18 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,697 COMMITMENTS 0 435 2,178 40,734 40,479 42,912 43,092 7,785 7,605 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 1,053) -2,375 160 1,353 1,860 -675 838 838 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.9 4.3 80.3 79.8 84.6 85.0 15.4 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 20 22 22 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,685 COMMITMENTS 625 365 2,635 37,975 38,430 41,235 41,430 7,450 7,255 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 940) -1,410 90 1,285 815 -685 690 690 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.7 5.4 78.0 78.9 84.7 85.1 15.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 18 24 20 27 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,621 COMMITMENTS 6,850 3,150 12 29,505 33,575 36,367 36,737 5,254 4,884 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 2,050) 2,500 -300 0 -420 2,380 2,080 2,080 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 7.6 0.0 70.9 80.7 87.4 88.3 12.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 18 21 20 23 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,354 COMMITMENTS 16,775 3,825 0 23,805 36,739 40,580 40,564 4,774 4,790 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 1,640) 1,500 -300 0 200 2,000 1,700 1,700 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 8.4 0.0 52.5 81.0 89.5 89.4 10.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 17 18 19 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 256,551 COMMITMENTS 13,245 4,481 7,885 188,873 197,772 210,003 210,138 46,548 46,413 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 860) -1,950 1,870 -954 4,407 587 1,503 1,503 -643 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 1.7 3.1 73.6 77.1 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 6 7 32 31 42 39 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 198,639 COMMITMENTS 19,655 5,986 6,784 137,583 151,357 164,022 164,127 34,617 34,512 CHANGES FROM 02/08/22 (CHANGE IN OPEN INTEREST: 3,682) -1,430 2,050 -909 6,766 3,286 4,427 4,427 -745 -745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 3.0 3.4 69.3 76.2 82.6 82.6 17.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 3 30 30 38 35 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/15/22 | --------------------------------------------------------------| 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 02/08/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 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 02/15/22 | --------------------------------------------------------------| 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 02/08/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 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 18, 2022