TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| 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 672 1,788 0 1,788 660 2,460 2,448 0 12 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 0) 125 0 0 -125 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 72.7 0.0 72.7 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 V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,826 COMMITMENTS 714 1,587 0 2,071 1,227 2,785 2,814 41 12 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 56.2 0.0 73.3 43.4 98.5 99.6 1.5 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 4 0 8 5 13 9 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,097 COMMITMENTS 250 1,927 0 3,568 1,920 3,818 3,847 279 250 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 0) 0 -10 0 0 10 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 47.0 0.0 87.1 46.9 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 7 0 8 7 11 14 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,250 COMMITMENTS 98 1,890 0 2,860 1,110 2,958 3,000 292 250 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 58.2 0.0 88.0 34.2 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 6 0 8 6 11 12 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,257 COMMITMENTS 695 700 0 81,152 81,431 81,847 82,131 4,410 4,126 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 1,723) 0 0 0 1,603 1,603 1,603 1,603 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.1 94.4 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 16 18 17 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,344 COMMITMENTS 475 0 0 65,682 66,131 66,157 66,131 5,187 5,213 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 1,598) 0 0 0 1,461 1,461 1,461 1,461 137 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.1 92.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 16 18 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,627 COMMITMENTS 1,054 972 1,187 19,968 19,571 22,209 21,730 2,418 2,897 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 258) 0 -850 710 -452 398 258 258 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.9 4.8 81.1 79.5 90.2 88.2 9.8 11.8 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,216 COMMITMENTS 280 3,568 240 15,446 12,103 15,966 15,911 2,250 2,305 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -166) 0 -500 0 -271 229 -271 -271 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 19.6 1.3 84.8 66.4 87.6 87.3 12.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 1 13 11 15 15 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,067 COMMITMENTS 7,795 1,933 0 73,055 78,764 80,850 80,697 15,217 15,370 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 5,075) 0 0 0 5,035 5,035 5,035 5,035 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 2.0 0.0 76.0 82.0 84.2 84.0 15.8 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 0 21 21 23 24 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,868 COMMITMENTS 13,825 1,267 105 63,501 76,387 77,431 77,759 16,437 16,109 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 3,327) 0 0 0 4,652 4,652 4,652 4,652 -1,325 -1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 1.3 0.1 67.6 81.4 82.5 82.8 17.5 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 21 21 25 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,983 COMMITMENTS 440 10,180 200 20,193 10,948 20,833 21,328 4,150 3,655 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 205) 200 0 0 5 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 40.7 0.8 80.8 43.8 83.4 85.4 16.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 21 12 25 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,993 COMMITMENTS 425 10,180 200 20,193 10,933 20,818 21,313 4,175 3,680 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 205) 200 0 0 5 205 205 205 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 40.7 0.8 80.8 43.7 83.3 85.3 16.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 21 12 25 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,757 COMMITMENTS 6,169 0 415 21,501 27,825 28,085 28,240 3,672 3,517 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 240) 0 0 0 200 200 200 200 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 0.0 1.3 67.7 87.6 88.4 88.9 11.6 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 0 1 18 9 20 10 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,709 COMMITMENTS 5,227 0 415 18,474 23,856 24,116 24,271 2,593 2,438 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.0 1.6 69.2 89.3 90.3 90.9 9.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 18 10 21 11 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,315 COMMITMENTS 1,470 475 0 6,930 7,940 8,400 8,415 1,915 1,900 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 220) 0 50 0 220 170 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.6 0.0 67.2 77.0 81.4 81.6 18.6 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 0 13 8 15 12 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,270 COMMITMENTS 1,470 475 0 7,030 7,965 8,500 8,440 1,770 1,830 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 210) 0 50 0 210 160 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 4.6 0.0 68.5 77.6 82.8 82.2 17.2 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 0 14 8 16 12 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,846 COMMITMENTS 5,560 75 0 38,391 44,371 43,951 44,446 2,895 2,400 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 880) 0 0 0 880 880 880 880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.2 0.0 82.0 94.7 93.8 94.9 6.2 5.1 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,474 COMMITMENTS 6,465 6,075 0 41,274 41,989 47,739 48,064 2,735 2,410 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 885) 200 0 0 685 885 885 885 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.0 0.0 81.8 83.2 94.6 95.2 5.4 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,185 COMMITMENTS 5,935 930 1,691 49,195 54,475 56,821 57,096 2,364 2,089 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -760) -1,200 0 600 -160 -1,360 -760 -760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.6 2.9 83.1 92.0 96.0 96.5 4.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 17 25 21 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,015 COMMITMENTS 5,535 1,290 1,816 47,505 51,975 54,856 55,081 2,159 1,934 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -990) -1,200 0 600 -390 -1,590 -990 -990 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 2.3 3.2 83.3 91.2 96.2 96.6 3.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 17 25 21 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,415 COMMITMENTS 15,435 1,050 1,025 32,150 46,735 48,610 48,810 4,805 4,605 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 105) -300 0 0 -75 -275 -375 -275 480 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.0 1.9 60.2 87.5 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 1 23 21 27 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,635 COMMITMENTS 15,125 1,270 855 32,060 45,965 48,040 48,090 4,595 4,545 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 80) -300 0 0 -225 -425 -525 -425 605 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 2.4 1.6 60.9 87.3 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 1 22 20 26 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,985 COMMITMENTS 13,240 2,470 524 32,726 43,678 46,490 46,672 6,495 6,313 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 285) -325 0 0 250 -75 -75 -75 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 4.7 1.0 61.8 82.4 87.7 88.1 12.3 11.9 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,892 COMMITMENTS 9,685 2,470 349 31,461 38,886 41,495 41,705 6,397 6,187 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 655) -225 0 0 500 275 275 275 380 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 5.2 0.7 65.7 81.2 86.6 87.1 13.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 24 14 30 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 241,467 COMMITMENTS 3,450 31,314 4,582 174,710 147,032 182,742 182,928 58,725 58,539 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -870) 0 -1,245 1,170 -3,214 -1,969 -2,044 -2,044 1,174 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 13.0 1.9 72.4 60.9 75.7 75.8 24.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 9 4 31 32 36 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 223,670 COMMITMENTS 3,810 27,905 4,394 161,095 137,098 169,299 169,397 54,371 54,273 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -869) 0 -975 1,170 -2,939 -1,964 -1,769 -1,769 900 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 12.5 2.0 72.0 61.3 75.7 75.7 24.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 9 4 31 32 36 41 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,354 COMMITMENTS 2,700 2,350 5,044 27,970 28,320 35,714 35,714 2,640 2,640 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 3,084) 200 -4,390 3,864 -2,460 2,125 1,604 1,599 1,480 1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 6.1 13.2 72.9 73.8 93.1 93.1 6.9 6.9 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,501 COMMITMENTS 0 4,635 1,310 40,676 36,256 41,986 42,201 8,515 8,300 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -537) 0 -125 0 -1,427 -1,302 -1,427 -1,427 890 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 2.6 80.5 71.8 83.1 83.6 16.9 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 19 21 21 24 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,334 COMMITMENTS 525 3,825 1,499 38,060 35,220 40,084 40,544 9,250 8,790 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 375) 0 -125 0 -570 -445 -570 -570 945 945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 7.8 3.0 77.1 71.4 81.3 82.2 18.7 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 2 16 21 18 24 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,092 COMMITMENTS 8,050 3,050 375 29,887 35,217 38,312 38,642 5,780 5,450 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 185) 0 0 0 45 45 45 45 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 6.9 0.9 67.8 79.9 86.9 87.6 13.1 12.4 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 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,051 COMMITMENTS 13,270 3,625 266 25,955 35,139 39,491 39,030 5,560 6,021 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: -327) -200 0 158 -170 -370 -212 -212 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 8.0 0.6 57.6 78.0 87.7 86.6 12.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 17 18 19 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 254,424 COMMITMENTS 20,070 10,760 6,266 181,475 191,005 207,811 208,031 46,613 46,393 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 6,077) 45 6,240 -55 6,930 735 6,920 6,920 -843 -843 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 4.2 2.5 71.3 75.1 81.7 81.8 18.3 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 5 7 32 30 42 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 195,750 COMMITMENTS 23,770 9,570 5,728 132,237 146,557 161,735 161,855 34,015 33,895 CHANGES FROM 03/08/22 (CHANGE IN OPEN INTEREST: 3,229) 95 4,900 -176 3,924 -881 3,843 3,843 -614 -614 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 4.9 2.9 67.6 74.9 82.6 82.7 17.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 4 3 30 29 37 35
Updated March 18, 2022