TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,760 COMMITMENTS 498 1,914 0 2,262 834 2,760 2,748 0 12 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 176) -74 -74 0 250 250 176 176 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 69.3 0.0 82.0 30.2 100.0 99.6 0.0 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 6 0 11 5 16 11 TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,574 COMMITMENTS 548 1,877 0 3,009 1,685 3,557 3,562 17 12 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 52.5 0.0 84.2 47.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 8 0 11 5 14 13 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,726 COMMITMENTS 396 1,878 0 4,063 2,601 4,459 4,479 267 247 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 221) 221 -54 0 0 378 221 324 0 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 39.7 0.0 86.0 55.0 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 8 0 9 8 13 16 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,562 COMMITMENTS 150 1,680 0 2,395 882 2,545 2,562 17 0 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 65.6 0.0 93.5 34.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 7 0 11 4 15 11 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,427 COMMITMENTS 187 2,361 50 3,180 990 3,417 3,401 10 26 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 489) 0 174 15 500 300 515 489 -26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 68.9 1.5 92.8 28.9 99.7 99.2 0.3 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 8 3 12 4 18 13 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,090 COMMITMENTS 150 2,285 0 2,923 766 3,073 3,051 17 39 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 250) 0 263 0 250 0 250 263 0 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 73.9 0.0 94.6 24.8 99.4 98.7 0.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 8 0 10 5 12 13 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,750 COMMITMENTS 310 1,915 0 3,150 1,585 3,460 3,500 290 250 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 158) 135 -117 0 0 375 135 258 23 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 51.1 0.0 84.0 42.3 92.3 93.3 7.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 9 0 9 8 12 17 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,503 COMMITMENTS 275 1,705 0 2,196 798 2,471 2,503 32 0 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 68.1 0.0 87.7 31.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 0 10 4 14 11 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,617 COMMITMENTS 1,285 240 450 83,847 84,812 85,582 85,502 5,035 5,115 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 2,632) 0 0 0 2,371 2,311 2,371 2,311 261 321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 0.3 0.5 92.5 93.6 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 18 22 20 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,364 COMMITMENTS 450 200 0 68,614 68,851 69,064 69,051 5,300 5,313 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 2,271) 0 0 0 2,306 2,306 2,306 2,306 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.3 0.0 92.3 92.6 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 17 14 18 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,307 COMMITMENTS 1,561 398 2,248 22,099 22,902 25,908 25,548 1,399 1,759 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: -277) -450 -70 -50 223 -187 -277 -307 0 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.5 8.2 80.9 83.9 94.9 93.6 5.1 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 4 18 19 23 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,740 COMMITMENTS 1,044 2,318 330 16,334 15,041 17,708 17,689 2,032 2,051 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: -480) -450 -70 -50 50 -360 -450 -480 -30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 11.7 1.7 82.7 76.2 89.7 89.6 10.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 15 17 19 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,406 COMMITMENTS 0 3,856 0 14,109 10,237 14,109 14,093 1,297 1,313 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.0 0.0 91.6 66.4 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 16 17 17 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,265 COMMITMENTS 2,625 2,264 1,350 78,088 78,529 82,063 82,143 15,202 15,122 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 862) -575 0 380 815 235 620 615 242 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.3 1.4 80.3 80.7 84.4 84.5 15.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 1 21 22 24 26 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,617 COMMITMENTS 7,530 1,019 1,746 67,988 75,008 77,264 77,773 16,353 15,844 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 384) -675 0 380 450 -230 155 150 229 234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 1.1 1.9 72.6 80.1 82.5 83.1 17.5 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 4 21 22 28 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,041 COMMITMENTS 80 9,365 200 21,426 12,461 21,706 22,026 6,335 6,015 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 33.4 0.7 76.4 44.4 77.4 78.5 22.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 24 12 27 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,061 COMMITMENTS 75 9,365 200 21,426 12,456 21,701 22,021 6,360 6,040 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 33.4 0.7 76.4 44.4 77.3 78.5 22.7 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 24 12 27 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,480 COMMITMENTS 4,750 670 445 23,080 27,205 28,275 28,320 3,205 3,160 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 40) -35 0 0 75 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 2.1 1.4 73.3 86.4 89.8 90.0 10.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 18 9 21 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,648 COMMITMENTS 3,768 670 445 20,386 23,544 24,599 24,659 2,049 1,989 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 25) -35 0 0 60 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 2.5 1.7 76.5 88.4 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 2 19 10 23 12 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,495 COMMITMENTS 1,440 200 25 6,140 7,410 7,605 7,635 1,890 1,860 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 30) 0 0 0 -130 -75 -130 -75 160 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.1 0.3 64.7 78.0 80.1 80.4 19.9 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 13 8 16 12 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,435 COMMITMENTS 1,440 200 25 5,920 7,330 7,385 7,555 2,050 1,880 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 55) 0 0 0 -120 -120 -120 -120 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.1 0.3 62.7 77.7 78.3 80.1 21.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 1 12 8 15 12 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,466 COMMITMENTS 6,765 25 0 36,981 43,921 43,746 43,946 2,720 2,520 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 500) 775 0 0 -420 115 355 115 145 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 0.1 0.0 79.6 94.5 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,429 COMMITMENTS 8,500 5,375 0 39,326 42,531 47,826 47,906 2,603 2,523 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 350) 775 -100 0 -570 65 205 -35 145 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 10.7 0.0 78.0 84.3 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 14 16 16 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,400 COMMITMENTS 4,440 1,995 1,481 59,645 62,545 65,566 66,021 2,834 2,379 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 625) 0 135 0 620 485 620 620 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 2.9 2.2 87.2 91.4 95.9 96.5 4.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 20 19 27 24 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,295 COMMITMENTS 4,270 1,955 1,596 56,850 59,540 62,716 63,091 2,579 2,204 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 850) 0 135 0 825 690 825 825 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 3.0 2.4 87.1 91.2 96.1 96.6 3.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 20 19 27 24 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,956 COMMITMENTS 0 2,540 25 18,667 16,842 18,692 19,407 3,264 2,549 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.6 0.1 85.0 76.7 85.1 88.4 14.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 11 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,289 COMMITMENTS 0 2,190 145 17,549 16,064 17,694 18,399 2,595 1,890 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.8 0.7 86.5 79.2 87.2 90.7 12.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,338 COMMITMENTS 11,376 1,105 822 33,245 43,716 45,443 45,643 4,895 4,695 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 1,546) 241 -120 -30 1,750 2,176 1,961 2,026 -415 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 2.2 1.6 66.0 86.8 90.3 90.7 9.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 3 23 20 30 24 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,237 COMMITMENTS 11,275 1,290 687 31,585 41,595 43,547 43,572 4,690 4,665 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 1,810) 205 -120 -30 1,935 2,280 2,110 2,130 -300 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 2.7 1.4 65.5 86.2 90.3 90.3 9.7 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 2 3 22 19 29 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,603 COMMITMENTS 10,182 1,295 1,522 37,415 46,534 49,119 49,351 7,484 7,252 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 811) -355 300 20 1,611 1,026 1,276 1,346 -465 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 2.3 2.7 66.1 82.2 86.8 87.2 13.2 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 21 14 27 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,377 COMMITMENTS 7,847 1,515 1,274 34,111 40,693 43,232 43,482 6,145 5,895 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 645) -18 300 -20 1,193 945 1,155 1,225 -510 -580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 3.1 2.6 69.1 82.4 87.6 88.1 12.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 21 16 27 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 239,908 COMMITMENTS 6,709 28,036 2,258 176,645 155,378 185,612 185,672 54,296 54,236 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 2,126) 360 -704 0 1,168 2,232 1,528 1,528 598 598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 11.7 0.9 73.6 64.8 77.4 77.4 22.6 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 3 31 34 36 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 227,756 COMMITMENTS 3,927 25,103 4,089 166,910 145,794 174,926 174,986 52,830 52,770 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 3,722) 333 57 -18 2,363 2,639 2,678 2,678 1,044 1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.0 1.8 73.3 64.0 76.8 76.8 23.2 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 3 31 33 36 41 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,714 COMMITMENTS 2,130 0 7,444 25,375 27,505 34,949 34,949 2,765 2,765 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 19.7 67.3 72.9 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 13 14 16 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,286 COMMITMENTS 0 3,465 996 37,895 34,305 38,891 38,766 9,395 9,520 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: -17) 0 -600 70 -942 -282 -872 -812 855 795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 2.1 78.5 71.0 80.5 80.3 19.5 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 3 19 21 22 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,129 COMMITMENTS 1,000 1,530 932 36,242 35,262 38,174 37,724 9,955 10,405 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 62) 0 -770 70 -328 442 -258 -258 320 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.2 1.9 75.3 73.3 79.3 78.4 20.7 21.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 3 20 23 23 27 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,260 COMMITMENTS 4,520 4,100 425 34,070 34,790 39,015 39,315 5,245 4,945 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 75) -775 -100 0 875 200 100 100 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 9.3 1.0 77.0 78.6 88.1 88.8 11.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 21 20 24 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,880 COMMITMENTS 6,074 5,725 3,490 32,176 32,105 41,740 41,320 5,140 5,560 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 810) -775 0 775 690 -85 690 690 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 12.2 7.4 68.6 68.5 89.0 88.1 11.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 18 20 20 23 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 243,388 COMMITMENTS 22,165 3,918 10,014 161,446 179,693 193,625 193,625 49,763 49,763 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 3,030) 50 -100 -415 1,571 1,721 1,206 1,206 1,824 1,824 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 1.6 4.1 66.3 73.8 79.6 79.6 20.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 3 7 33 32 42 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 190,135 COMMITMENTS 32,075 5,231 9,101 115,173 142,137 156,349 156,469 33,786 33,666 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: -1,096) 525 113 -568 -942 -590 -985 -1,045 -111 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 2.8 4.8 60.6 74.8 82.2 82.3 17.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 3 5 31 31 39 37 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,898 COMMITMENTS 18,725 1,000 295 49,855 67,580 68,875 68,875 14,023 14,023 CHANGES FROM 05/10/22 (CHANGE IN OPEN INTEREST: 2,036) 2,870 750 -650 135 2,255 2,355 2,355 -319 -319 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 1.2 0.4 60.1 81.5 83.1 83.1 16.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 3 2 16 11 19 16
Updated May 20, 2022