TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| 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 03/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,889 COMMITMENTS 789 1,637 0 2,071 1,227 2,860 2,864 29 25 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 56.7 0.0 71.7 42.5 99.0 99.1 1.0 0.9 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,160 COMMITMENTS 325 1,964 0 3,568 1,933 3,893 3,897 267 263 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 47.2 0.0 85.8 46.5 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 7 0 8 7 11 14 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,147 COMMITMENTS 100 1,515 0 2,030 632 2,130 2,147 17 0 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 100) 0 125 0 100 -25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 70.6 0.0 94.6 29.4 99.2 100.0 0.8 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 6 0 9 3 12 9 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,312 COMMITMENTS 173 1,940 0 2,860 1,110 3,033 3,050 279 262 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 58.6 0.0 86.4 33.5 91.6 92.1 8.4 7.9 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,154 COMMITMENTS 695 700 0 82,853 83,132 83,548 83,832 4,606 4,322 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 1,177) 0 0 0 981 981 981 981 196 196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.0 94.3 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 16 19 17 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,166 COMMITMENTS 475 0 0 67,303 67,642 67,778 67,642 5,388 5,524 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 952) 0 0 0 742 532 742 532 210 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.0 0.0 92.0 92.5 92.6 92.5 7.4 7.5 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,760 COMMITMENTS 1,115 858 1,301 20,896 20,674 23,312 22,833 2,448 2,927 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 467) 0 0 0 497 497 497 497 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.3 5.1 81.1 80.3 90.5 88.6 9.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 16 21 19 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,918 COMMITMENTS 280 3,568 240 16,118 12,800 16,638 16,608 2,280 2,310 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 580) 0 0 0 550 575 550 575 30 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 18.9 1.3 85.2 67.7 87.9 87.8 12.1 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 1 13 14 15 18 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,613 COMMITMENTS 0 4,496 0 12,578 8,162 12,578 12,658 2,035 1,955 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.8 0.0 86.1 55.9 86.1 86.6 13.9 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 13 16 14 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,236 COMMITMENTS 6,970 2,533 0 73,338 77,622 80,308 80,155 15,928 16,081 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 673) 0 0 0 640 700 640 700 33 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 2.6 0.0 76.2 80.7 83.4 83.3 16.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 0 21 20 23 23 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,867 COMMITMENTS 13,000 1,267 405 63,339 75,400 76,744 77,072 17,123 16,795 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 923) 0 -600 300 605 1,265 905 965 18 -42 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.3 0.4 67.5 80.3 81.8 82.1 18.2 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 21 20 26 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,353 COMMITMENTS 500 10,180 200 20,458 11,233 21,158 21,613 4,195 3,740 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -30) 60 0 0 -75 -55 -15 -55 -15 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 40.2 0.8 80.7 44.3 83.5 85.2 16.5 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 22 12 26 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,363 COMMITMENTS 485 10,180 200 20,458 11,218 21,143 21,598 4,220 3,765 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -30) 60 0 0 -75 -55 -15 -55 -15 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 40.1 0.8 80.7 44.2 83.4 85.2 16.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 22 12 26 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,397 COMMITMENTS 5,209 0 1,375 22,061 27,480 28,645 28,855 3,752 3,542 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 290) -960 0 960 210 -695 210 265 80 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 0.0 4.2 68.1 84.8 88.4 89.1 11.6 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 2 19 10 21 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,394 COMMITMENTS 4,267 0 1,375 18,934 23,411 24,576 24,786 2,818 2,608 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 335) -960 0 960 110 -795 110 165 225 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.0 5.0 69.1 85.5 89.7 90.5 10.3 9.5 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,375 COMMITMENTS 1,470 475 0 6,870 8,000 8,340 8,475 2,035 1,900 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 90) 0 0 0 -30 90 -30 90 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 4.6 0.0 66.2 77.1 80.4 81.7 19.6 18.3 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 10,355 COMMITMENTS 1,470 475 0 6,995 8,050 8,465 8,525 1,890 1,830 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 115) 0 0 0 -5 115 -5 115 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 4.6 0.0 67.6 77.7 81.7 82.3 18.3 17.7 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,963 COMMITMENTS 5,910 75 0 38,061 44,391 43,971 44,466 2,992 2,497 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 55) 350 0 0 -395 -45 -45 -45 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.2 0.0 81.0 94.5 93.6 94.7 6.4 5.3 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,559 COMMITMENTS 7,875 6,675 0 40,849 42,374 48,724 49,049 2,835 2,510 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 905) 1,300 600 0 -495 205 805 805 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 12.9 0.0 79.2 82.2 94.5 95.1 5.5 4.9 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,390 COMMITMENTS 6,110 1,005 1,681 58,920 64,360 66,711 67,046 2,679 2,344 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 3,055) 0 75 -10 3,345 3,090 3,335 3,155 -280 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.4 2.4 84.9 92.8 96.1 96.6 3.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 20 17 26 21 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,450 COMMITMENTS 5,710 1,365 1,806 57,455 62,085 64,971 65,256 2,479 2,194 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 3,065) 0 75 -10 3,355 3,100 3,345 3,165 -280 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 2.0 2.7 85.2 92.0 96.3 96.7 3.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 20 17 26 21 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,907 COMMITMENTS 13,335 1,050 1,025 33,885 46,377 48,245 48,452 4,662 4,455 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -1,088) -1,800 0 0 705 -1,088 -1,095 -1,088 7 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 2.0 1.9 64.0 87.7 91.2 91.6 8.8 8.4 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,602 COMMITMENTS 13,025 1,270 855 32,900 44,712 46,780 46,837 4,822 4,765 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -1,038) -1,800 0 0 695 -1,098 -1,105 -1,098 67 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 2.5 1.7 63.8 86.6 90.7 90.8 9.3 9.2 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,690 COMMITMENTS 12,970 1,810 1,004 34,571 45,913 48,545 48,727 8,145 7,963 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 2,215) 30 -360 360 1,180 1,570 1,570 1,570 645 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 3.2 1.8 61.0 81.0 85.6 86.0 14.4 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 24 15 30 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,392 COMMITMENTS 9,805 1,810 879 33,551 41,756 44,235 44,445 7,157 6,947 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 2,635) 20 -360 410 1,465 1,845 1,895 1,895 740 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 3.5 1.7 65.3 81.3 86.1 86.5 13.9 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 3 24 15 30 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 249,803 COMMITMENTS 3,525 29,388 5,540 179,198 153,335 188,263 188,263 61,540 61,540 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 2,762) 75 -1,801 1,249 -1,296 394 28 -158 2,734 2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 11.8 2.2 71.7 61.4 75.4 75.4 24.6 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 9 4 32 34 37 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 234,700 COMMITMENTS 3,885 27,438 4,611 168,719 145,166 177,215 177,215 57,485 57,485 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 5,522) 75 -852 517 2,084 2,913 2,676 2,578 2,846 2,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.7 2.0 71.9 61.9 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 9 4 32 34 37 43 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,094 COMMITMENTS 2,700 2,200 5,194 28,575 29,075 36,469 36,469 2,625 2,625 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 5.6 13.3 73.1 74.4 93.3 93.3 6.7 6.7 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,526 COMMITMENTS 0 4,635 1,310 40,471 36,291 41,781 42,236 8,745 8,290 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -100) 0 0 0 -100 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 2.6 80.1 71.8 82.7 83.6 17.3 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,949 COMMITMENTS 825 3,225 1,399 37,235 35,535 39,459 40,159 9,490 8,790 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.6 2.9 76.1 72.6 80.6 82.0 19.4 18.0 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,122 COMMITMENTS 7,700 3,050 375 30,182 35,162 38,257 38,587 5,865 5,535 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 0) -350 0 0 250 -100 -100 -100 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 6.9 0.8 68.4 79.7 86.7 87.5 13.3 12.5 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,467 COMMITMENTS 11,260 3,925 1,227 27,420 34,294 39,907 39,446 5,560 6,021 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 616) -1,300 0 851 965 -335 516 516 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 8.6 2.7 60.3 75.4 87.8 86.8 12.2 13.2 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 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 256,293 COMMITMENTS 20,930 10,605 6,321 180,902 191,227 208,153 208,153 48,140 48,140 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 1,758) 960 -280 25 -225 1,015 760 760 998 998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 4.1 2.5 70.6 74.6 81.2 81.2 18.8 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 5 6 7 33 32 43 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,128 COMMITMENTS 24,480 9,030 7,313 136,858 152,308 168,651 168,651 31,477 31,477 CHANGES FROM 03/22/22 (CHANGE IN OPEN INTEREST: 1,475) 560 -700 1,300 1,375 2,335 3,235 2,935 -1,760 -1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 4.5 3.7 68.4 76.1 84.3 84.3 15.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 3 32 30 39 36
Updated April 01, 2022