PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| 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 02/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 V22 FRONT HALF - NODAL EXCHANGE Code-006NFF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,460 COMMITMENTS 547 1,788 0 1,913 660 2,460 2,448 0 12 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 72.7 0.0 77.8 26.8 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 6 3 0 10 4 16 7 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,022 COMMITMENTS 225 1,987 0 3,518 1,785 3,743 3,772 279 250 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 292) 0 0 0 275 292 275 292 17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 49.4 0.0 87.5 44.4 93.1 93.8 6.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 7 0 8 7 10 14 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,225 COMMITMENTS 73 1,890 0 2,860 1,085 2,933 2,975 292 250 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 17) 0 0 0 0 17 0 17 17 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 58.6 0.0 88.7 33.6 90.9 92.2 9.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 6 0 8 6 10 12 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,503 COMMITMENTS 720 700 0 83,449 83,742 84,169 84,442 4,334 4,061 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 625) 0 0 0 625 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.3 94.6 95.1 95.4 4.9 4.6 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,558 COMMITMENTS 495 0 0 67,022 67,588 67,517 67,588 5,041 4,970 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 560) 0 0 0 560 560 560 560 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.4 93.2 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,592 COMMITMENTS 330 0 0 16,990 17,058 17,320 17,058 3,272 3,534 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.0 0.0 82.5 82.8 84.1 82.8 15.9 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 10 16 11 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,673 COMMITMENTS 380 0 0 15,228 15,368 15,608 15,368 3,065 3,305 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 0.0 0.0 81.6 82.3 83.6 82.3 16.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 11 16 12 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,548 COMMITMENTS 890 1,902 1,012 22,314 20,775 24,216 23,689 2,332 2,859 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 401) 0 0 0 397 467 397 467 4 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 7.2 3.8 84.1 78.3 91.2 89.2 8.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 17 19 20 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,247 COMMITMENTS 308 4,352 240 17,475 13,366 18,023 17,958 2,224 2,289 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 285) 0 0 0 425 260 425 260 -140 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 21.5 1.2 86.3 66.0 89.0 88.7 11.0 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 13 13 15 17 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,899 COMMITMENTS 9,640 1,838 0 69,636 77,323 79,276 79,161 15,623 15,738 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 146) 0 0 0 13 133 13 133 133 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 1.9 0.0 73.4 81.5 83.5 83.4 16.5 16.6 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,979 COMMITMENTS 15,640 1,238 275 60,865 75,660 76,780 77,173 18,199 17,806 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 122) 0 0 0 -11 109 -11 109 133 13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 1.3 0.3 64.1 79.7 80.8 81.3 19.2 18.7 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,049 COMMITMENTS 290 10,650 200 21,254 11,409 21,744 22,259 4,305 3,790 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 755) 15 375 0 665 305 680 680 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 40.9 0.8 81.6 43.8 83.5 85.5 16.5 14.5 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,054 COMMITMENTS 275 10,650 200 21,249 11,389 21,724 22,239 4,330 3,815 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 755) 0 375 0 680 305 680 680 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 40.9 0.8 81.6 43.7 83.4 85.4 16.6 14.6 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,730 COMMITMENTS 6,760 25 520 22,888 29,623 30,168 30,168 3,562 3,562 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,135 1,135 1,135 1,135 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.1 1.5 67.9 87.8 89.4 89.4 10.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 19 10 21 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,360 COMMITMENTS 5,834 0 545 19,513 25,347 25,892 25,892 2,468 2,468 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 1,073 1,073 1,073 1,073 7 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 0.0 1.9 68.8 89.4 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 2 19 11 22 13 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,200 COMMITMENTS 1,614 1,050 0 7,580 8,210 9,194 9,260 2,006 1,940 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.4 0.0 67.7 73.3 82.1 82.7 17.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 0 13 8 15 11 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,245 COMMITMENTS 1,614 1,050 0 7,810 8,325 9,424 9,375 1,821 1,870 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 9.3 0.0 69.5 74.0 83.8 83.4 16.2 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 0 14 8 16 11 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,423 COMMITMENTS 6,725 100 0 39,870 46,865 46,595 46,965 2,828 2,458 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,530) 1,450 0 0 -105 1,465 1,345 1,465 185 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 0.2 0.0 80.7 94.8 94.3 95.0 5.7 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,876 COMMITMENTS 7,715 6,100 0 42,505 44,300 50,220 50,400 2,656 2,476 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,540) 1,505 0 0 -160 1,475 1,345 1,475 195 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 11.5 0.0 80.4 83.8 95.0 95.3 5.0 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,995 COMMITMENTS 8,990 505 605 50,880 59,915 60,475 61,025 2,520 1,970 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,895) -130 0 0 2,025 1,895 1,895 1,895 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 0.8 1.0 80.8 95.1 96.0 96.9 4.0 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 17 28 20 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,230 COMMITMENTS 8,475 1,015 605 48,865 56,820 57,945 58,440 2,285 1,790 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,725) -70 0 0 1,795 1,725 1,725 1,725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 1.7 1.0 81.1 94.3 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 4 21 17 28 21 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,395 COMMITMENTS 17,040 1,100 1,175 34,915 50,960 53,130 53,235 4,265 4,160 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 2,075) 0 0 0 2,075 2,075 2,075 2,075 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 1.9 2.0 60.8 88.8 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 1 24 21 29 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,275 COMMITMENTS 16,635 1,335 990 34,905 50,150 52,530 52,475 3,745 3,800 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 2,010) 0 0 0 2,010 2,010 2,010 2,010 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 2.4 1.8 62.0 89.1 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 1 23 21 28 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,609 COMMITMENTS 14,185 3,215 905 34,740 45,905 49,830 50,025 6,779 6,584 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 2,345) 280 250 0 779 809 1,059 1,059 1,286 1,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 5.7 1.6 61.4 81.1 88.0 88.4 12.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 2 24 14 31 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,274 COMMITMENTS 10,435 3,265 550 32,872 40,268 43,857 44,083 6,417 6,191 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 1,780) 305 250 0 -575 -540 -270 -290 2,050 2,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 6.5 1.1 65.4 80.1 87.2 87.7 12.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 6 2 2 24 15 31 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 248,919 COMMITMENTS 3,291 38,404 3,596 181,852 146,759 188,739 188,759 60,180 60,160 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 11,400) 250 925 0 10,211 9,536 10,461 10,461 939 939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 15.4 1.4 73.1 59.0 75.8 75.8 24.2 24.2 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 229,200 COMMITMENTS 3,801 34,076 3,318 167,087 136,832 174,206 174,226 54,994 54,974 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 10,685) 250 1,050 0 9,292 8,492 9,542 9,542 1,143 1,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 14.9 1.4 72.9 59.7 76.0 76.0 24.0 24.0 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,360 COMMITMENTS 2,500 7,510 580 31,130 26,125 34,210 34,215 1,150 1,145 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: -1,795) -25 -1,200 30 -1,800 -625 -1,795 -1,795 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 21.2 1.6 88.0 73.9 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 14 17 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,646 COMMITMENTS 0 3,035 2,035 41,876 38,901 43,911 43,971 7,735 7,675 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 92) 0 0 0 67 -53 67 -53 25 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 3.9 81.1 75.3 85.0 85.1 15.0 14.9 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,020 COMMITMENTS 500 365 2,635 38,495 38,705 41,630 41,705 7,390 7,315 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 290) 0 0 0 350 230 350 230 -60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 0.7 5.4 78.5 79.0 84.9 85.1 15.1 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,206 COMMITMENTS 8,225 3,050 287 31,410 36,955 39,922 40,292 5,284 4,914 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 595) -850 -25 200 1,165 340 515 515 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 6.7 0.6 69.5 81.7 88.3 89.1 11.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 21 21 23 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,825 COMMITMENTS 15,125 3,700 0 26,275 37,504 41,400 41,204 5,425 5,621 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 481) -1,205 -25 0 1,505 145 300 120 181 361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 7.9 0.0 56.1 80.1 88.4 88.0 11.6 12.0 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 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 258,869 COMMITMENTS 16,815 7,241 7,145 185,245 194,954 209,205 209,340 49,664 49,529 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 191) 100 3,010 -445 -1,193 -4,103 -1,538 -1,538 1,729 1,729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.8 2.8 71.6 75.3 80.8 80.9 19.2 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 5 7 33 31 43 39 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 201,003 COMMITMENTS 23,920 7,941 6,071 134,548 150,632 164,539 164,644 36,464 36,359 CHANGES FROM 02/22/22 (CHANGE IN OPEN INTEREST: 109) 160 535 -68 -5 -380 87 87 22 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 4.0 3.0 66.9 74.9 81.9 81.9 18.1 18.1 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 03/01/22 | --------------------------------------------------------------| 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 02/22/22 (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 03/01/22 | --------------------------------------------------------------| 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 02/22/22 (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 March 04, 2022