PJM TRI-Q RECs CLASS 1 V2023 - NODAL EXCHANGE Code-006NDG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,525 COMMITMENTS 1,475 475 200 5,850 6,850 7,525 7,525 0 0 CHANGES FROM 11/01/22 (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 6.3 2.7 77.7 91.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 1 8 6 11 10 TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,697 COMMITMENTS 663 1,078 0 4,017 3,607 4,680 4,685 17 12 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 75) -100 0 0 175 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 23.0 0.0 85.5 76.8 99.6 99.7 0.4 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 5 0 9 10 14 15 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 5,041 COMMITMENTS 455 1,003 0 4,352 3,841 4,807 4,844 234 197 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 0) -50 0 0 50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 19.9 0.0 86.3 76.2 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 7 0 10 9 15 16 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,437 COMMITMENTS 402 830 0 3,008 2,597 3,410 3,427 27 10 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 95) 70 0 0 25 85 95 85 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 24.1 0.0 87.5 75.6 99.2 99.7 0.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 0 11 7 17 12 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,222 COMMITMENTS 197 2,099 35 3,955 2,042 4,187 4,176 35 46 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 49.7 0.8 93.7 48.4 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 2 14 7 19 13 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,581 COMMITMENTS 217 1,400 0 3,310 2,131 3,527 3,531 54 50 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 185) 0 100 0 185 85 185 185 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 39.1 0.0 92.4 59.5 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 0 11 9 14 14 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,977 COMMITMENTS 565 1,129 0 3,135 2,598 3,700 3,727 277 250 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 10 0 10 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 28.4 0.0 78.8 65.3 93.0 93.7 7.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 0 9 9 12 17 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,323 COMMITMENTS 523 855 0 2,783 2,458 3,306 3,313 17 10 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 95) 70 0 0 25 85 95 85 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 25.7 0.0 83.7 74.0 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 6 5 0 11 8 17 13 TX REC CRS V26 BACK HALF - NODAL EXCHANGE Code-006NHT OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 1,648 COMMITMENTS 858 250 0 697 1,313 1,555 1,563 93 85 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 40) 65 0 0 -43 30 22 30 18 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.1 15.2 0.0 42.3 79.7 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 3 0 5 9 10 12 TX REC CRS V26 FRONT HALF - NODAL EXCHANGE Code-006NHY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 2,192 COMMITMENTS 797 227 0 1,318 1,880 2,115 2,107 77 85 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 65) 65 0 0 -2 55 63 55 2 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 10.4 0.0 60.1 85.8 96.5 96.1 3.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 3 0 8 7 13 10 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,970 COMMITMENTS 1,366 576 200 77,250 77,913 78,816 78,689 6,154 6,281 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,812) 65 -80 -70 -3,226 -3,198 -3,231 -3,348 419 536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.7 0.2 90.9 91.7 92.8 92.6 7.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 20 17 22 19 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,493 COMMITMENTS 908 356 0 61,807 62,287 62,715 62,643 5,778 5,850 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,230) -5 -99 0 -2,484 -2,507 -2,489 -2,606 259 376 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 0.5 0.0 90.2 90.9 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 20 15 21 16 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,554 COMMITMENTS 3,010 0 180 16,813 19,688 20,003 19,868 2,551 2,686 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 625) -120 0 120 500 503 500 623 125 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 0.0 0.8 74.5 87.3 88.7 88.1 11.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 0 1 14 15 16 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,106 COMMITMENTS 2,880 0 210 15,723 18,666 18,813 18,876 2,293 2,230 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 500) -120 0 120 240 350 240 470 260 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 0.0 1.0 74.5 88.4 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 15 15 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,707 COMMITMENTS 1,381 2,681 191 19,145 17,410 20,717 20,282 990 1,425 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,242) -170 -10 -25 -1,836 -1,967 -2,031 -2,002 -211 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 12.4 0.9 88.2 80.2 95.4 93.4 4.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 17 18 21 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,479 COMMITMENTS 156 3,280 115 15,134 11,838 15,405 15,233 1,074 1,246 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,714) -28 -60 -25 -1,492 -1,462 -1,545 -1,547 -169 -167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 19.9 0.7 91.8 71.8 93.5 92.4 6.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 19 17 23 20 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,051 COMMITMENTS 5,495 2,851 0 63,702 66,373 69,197 69,224 13,854 13,827 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -3,450) 1,135 -145 0 -3,904 -2,594 -2,769 -2,739 -681 -711 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 3.4 0.0 76.7 79.9 83.3 83.4 16.7 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 0 24 24 28 27 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,106 COMMITMENTS 9,145 1,795 176 59,762 67,299 69,083 69,270 14,023 13,836 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,708) 1,035 13 -88 -3,150 -2,098 -2,203 -2,173 -505 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 2.2 0.2 71.9 81.0 83.1 83.4 16.9 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 3 1 25 25 31 28 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,238 COMMITMENTS 1,160 2,485 325 19,523 18,328 21,008 21,138 5,230 5,100 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,118) 135 -280 45 -1,028 -578 -848 -813 -270 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 9.5 1.2 74.4 69.9 80.1 80.6 19.9 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 12 29 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,203 COMMITMENTS 1,160 2,450 345 19,423 18,263 20,928 21,058 5,275 5,145 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,098) 135 -280 65 -1,033 -583 -833 -798 -265 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 9.4 1.3 74.1 69.7 79.9 80.4 20.1 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 11 29 14 PJM.COMED_month_on_dap - NODAL EXCHANGE Code-064DVO OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,176 COMMITMENTS 0 2,770 0 20,525 18,261 20,525 21,031 651 145 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,243) 0 -190 0 -1,230 -1,053 -1,230 -1,243 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.1 0.0 96.9 86.2 96.9 99.3 3.1 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 14 10 14 12 PJM.COMED_month_off_dap - NODAL EXCHANGE Code-064DVP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,046 COMMITMENTS 50 2,770 0 19,475 17,071 19,525 19,841 521 205 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,123) 0 -190 0 -1,110 -933 -1,110 -1,123 -13 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 13.8 0.0 97.2 85.2 97.4 99.0 2.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 14 8 15 10 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,306 COMMITMENTS 4,026 550 50 18,952 22,458 23,028 23,058 2,278 2,248 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -998) -108 -85 -25 -695 -708 -828 -818 -170 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 2.2 0.2 74.9 88.7 91.0 91.1 9.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 18 12 20 14 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,697 COMMITMENTS 3,169 390 50 16,821 19,630 20,040 20,070 1,657 1,627 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -699) -84 -60 0 -401 -415 -485 -475 -214 -224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 1.8 0.2 77.5 90.5 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 1 18 13 20 15 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,447 COMMITMENTS 2,590 0 10 33,394 36,199 35,994 36,209 3,453 3,238 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,371) -190 0 0 -1,937 -2,100 -2,127 -2,100 -244 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 0.0 0.0 84.7 91.8 91.2 91.8 8.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 0 1 17 19 19 20 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,713 COMMITMENTS 2,710 3,876 175 37,689 36,418 40,574 40,469 3,139 3,244 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,786) -240 -113 -50 -2,190 -2,266 -2,480 -2,429 -306 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 8.9 0.4 86.2 83.3 92.8 92.6 7.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 1 20 21 23 25 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,004 COMMITMENTS 1,800 1,165 735 55,269 56,254 57,804 58,154 2,200 1,850 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -3,150) -300 -350 -5 -2,680 -2,700 -2,985 -3,055 -165 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.9 1.2 92.1 93.8 96.3 96.9 3.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 21 19 25 24 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,554 COMMITMENTS 1,555 1,810 730 52,045 52,130 54,330 54,670 2,224 1,884 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,864) -330 -300 -10 -2,379 -2,474 -2,719 -2,784 -145 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.2 1.3 92.0 92.2 96.1 96.7 3.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 21 19 25 24 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,183 COMMITMENTS 0 790 15 16,358 16,583 16,373 17,388 2,810 1,795 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -388) 0 -50 0 -578 -453 -578 -503 190 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 0.1 85.3 86.4 85.4 90.6 14.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 12 18 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,055 COMMITMENTS 0 640 50 15,829 16,034 15,879 16,724 2,176 1,331 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -387) 0 -25 0 -297 -317 -297 -342 -90 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.3 87.7 88.8 87.9 92.6 12.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 1 18 13 19 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,045 COMMITMENTS 3,463 720 520 32,152 35,015 36,135 36,255 2,910 2,790 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,865) -260 -60 25 -195 -385 -430 -420 -1,435 -1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 1.8 1.3 82.3 89.7 92.5 92.9 7.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 26 20 30 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,410 COMMITMENTS 3,413 760 465 32,050 34,773 35,928 35,998 2,482 2,412 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,265) -260 -50 -25 0 -190 -285 -265 -980 -1,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 2.0 1.2 83.4 90.5 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 26 20 30 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,265 COMMITMENTS 7,976 910 555 34,747 41,805 43,278 43,270 4,987 4,995 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -1,443) 0 -170 -10 -1,013 -863 -1,023 -1,043 -420 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 1.9 1.1 72.0 86.6 89.7 89.7 10.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 4 24 15 30 20 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,562 COMMITMENTS 8,127 1,750 55 30,375 36,656 38,557 38,461 3,005 3,101 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -988) 329 90 -70 -872 -622 -613 -602 -375 -386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 4.2 0.1 73.1 88.2 92.8 92.5 7.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 2 23 15 29 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,748 COMMITMENTS 5,799 23,337 465 143,182 125,594 149,446 149,396 51,302 51,352 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -14,710) -735 -157 -120 -13,000 -13,573 -13,855 -13,850 -855 -860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 11.6 0.2 71.3 62.6 74.4 74.4 25.6 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 4 6 3 34 36 39 44 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 183,631 COMMITMENTS 6,170 20,484 100 130,530 116,106 136,800 136,690 46,831 46,941 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -15,466) -335 -59 -30 -13,451 -13,672 -13,816 -13,761 -1,650 -1,705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 11.2 0.1 71.1 63.2 74.5 74.4 25.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 4 6 1 33 33 37 40 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,750 COMMITMENTS 1,180 0 0 20,050 21,280 21,230 21,280 3,520 3,470 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -20) 0 0 0 5 -125 5 -125 -25 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.0 0.0 81.0 86.0 85.8 86.0 14.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 16 14 19 14 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,355 COMMITMENTS 0 895 70 44,288 42,988 44,358 43,953 6,997 7,402 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 747) 0 -210 0 1,219 1,434 1,219 1,224 -472 -477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.1 86.2 83.7 86.4 85.6 13.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 1 26 27 27 30 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,644 COMMITMENTS 320 451 575 42,584 41,988 43,479 43,014 8,165 8,630 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 1,249) 20 -93 -20 1,508 1,626 1,508 1,513 -259 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.9 1.1 82.5 81.3 84.2 83.3 15.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 24 26 27 30 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,279 COMMITMENTS 50 2,600 0 29,069 26,388 29,119 28,988 4,160 4,291 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,025) -25 -550 -100 -1,460 -930 -1,585 -1,580 -440 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.8 0.0 87.3 79.3 87.5 87.1 12.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 0 21 19 22 22 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,783 COMMITMENTS 50 3,149 0 27,228 24,129 27,278 27,278 5,505 5,505 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -2,054) -25 -727 0 -1,679 -977 -1,704 -1,704 -350 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 9.6 0.0 83.1 73.6 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 0 22 23 23 26 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 193,917 COMMITMENTS 6,175 2,145 2,985 141,764 145,854 150,924 150,984 42,993 42,933 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -8,087) -2,047 575 -600 -1,769 -4,411 -4,416 -4,436 -3,671 -3,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.1 1.5 73.1 75.2 77.8 77.9 22.2 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 6 4 6 32 37 41 44 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 169,554 COMMITMENTS 11,397 3,052 6,633 116,210 124,675 134,240 134,360 35,314 35,194 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: -6,869) -4,298 259 28 -1,092 -5,649 -5,362 -5,362 -1,507 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.8 3.9 68.5 73.5 79.2 79.2 20.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 4 5 32 36 39 43 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,830 COMMITMENTS 5,610 1,050 555 81,710 86,595 87,875 88,200 12,955 12,630 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: 2,480) 0 100 0 1,965 2,370 1,965 2,470 515 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 1.0 0.6 81.0 85.9 87.2 87.5 12.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 14 14 18 18 ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Code-064FOL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,170 COMMITMENTS 2,840 3,900 0 77,670 76,655 80,510 80,555 13,660 13,615 CHANGES FROM 11/01/22 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 4.1 0.0 82.5 81.4 85.5 85.5 14.5 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 2 0 14 13 16 15
Updated November 14, 2022