TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 5,836 COMMITMENTS 686 1,601 0 5,133 4,223 5,819 5,824 17 12 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 45) 0 110 0 45 -65 45 45 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 27.4 0.0 88.0 72.4 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 6 0 10 9 15 15 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 5,923 COMMITMENTS 595 1,028 0 5,058 4,663 5,653 5,691 270 232 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 17.4 0.0 85.4 78.7 95.4 96.1 4.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 7 0 10 11 15 18 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,733 COMMITMENTS 352 1,020 75 3,228 2,618 3,655 3,713 78 20 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: -5) -70 -25 0 65 20 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 27.3 2.0 86.5 70.1 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 7 1 10 8 16 16 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,947 COMMITMENTS 297 2,099 35 3,580 1,782 3,912 3,916 35 31 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 53.2 0.9 90.7 45.1 99.1 99.2 0.9 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 2 11 7 16 13 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,651 COMMITMENTS 87 1,735 0 4,527 2,866 4,614 4,601 37 50 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 25) 0 15 0 25 10 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 37.3 0.0 97.3 61.6 99.2 98.9 0.8 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 6 0 12 12 14 18 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,177 COMMITMENTS 565 1,104 0 3,345 2,818 3,910 3,922 267 255 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 26.4 0.0 80.1 67.5 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 8 0 8 9 11 17 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,618 COMMITMENTS 423 995 75 3,043 2,478 3,541 3,548 77 70 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: -25) -70 -25 0 45 0 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 27.5 2.1 84.1 68.5 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 7 1 11 9 17 17 TX REC CRS V26 BACK HALF - NODAL EXCHANGE Code-006NHT FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 1,950 COMMITMENTS 753 575 0 967 1,143 1,720 1,718 230 232 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 105) 0 0 0 100 115 100 115 5 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 29.5 0.0 49.6 58.6 88.2 88.1 11.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 5 0 6 7 10 12 TX REC CRS V26 FRONT HALF - NODAL EXCHANGE Code-006NHY FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 2,412 COMMITMENTS 682 562 0 1,505 1,625 2,187 2,187 225 225 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 110 100 110 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 23.3 0.0 62.4 67.4 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 5 0 10 7 14 12 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,904 COMMITMENTS 1,416 432 201 78,658 79,213 80,275 79,846 6,629 7,058 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 220) 60 0 0 50 100 110 100 110 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 0.5 0.2 90.5 91.2 92.4 91.9 7.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 2 17 15 20 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,122 COMMITMENTS 1,236 9,114 316 27,487 19,129 29,039 28,559 1,083 1,563 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 2,790) 0 2,540 0 2,670 -80 2,670 2,460 120 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 30.3 1.0 91.3 63.5 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 18 19 21 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,765 COMMITMENTS 0 9,609 210 21,582 11,470 21,792 21,289 973 1,476 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 3,230) 0 2,540 0 3,195 375 3,195 2,915 35 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.2 0.9 94.8 50.4 95.7 93.5 4.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 18 13 20 17 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,137 COMMITMENTS 3,980 3,660 900 63,428 63,743 68,308 68,303 13,829 13,834 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,739) 110 0 0 912 1,097 1,022 1,097 717 642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.5 1.1 77.2 77.6 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 22 26 25 30 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,775 COMMITMENTS 8,989 2,898 900 59,155 65,096 69,044 68,894 14,731 14,881 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,114) 710 0 0 -1,487 -897 -777 -897 1,891 2,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 3.5 1.1 70.6 77.7 82.4 82.2 17.6 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 1 25 24 29 28 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,677 COMMITMENTS 1,270 2,275 215 18,867 18,062 20,352 20,552 4,325 4,125 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 990) 0 50 0 945 910 945 960 45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.2 0.9 76.5 73.2 82.5 83.3 17.5 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 24 11 28 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,062 COMMITMENTS 1,270 2,240 235 18,177 17,457 19,682 19,932 4,380 4,130 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 390) 0 50 0 345 310 345 360 45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 9.3 1.0 75.5 72.6 81.8 82.8 18.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 3 24 11 28 14 PJM.COMED_month_on_dap - NODAL EXCHANGE Code-064DVO FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,929 COMMITMENTS 0 6,632 140 25,075 19,072 25,215 25,844 714 85 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 536) 0 575 0 476 21 476 596 60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.6 0.5 96.7 73.6 97.2 99.7 2.8 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 15 10 16 12 PJM.COMED_month_off_dap - NODAL EXCHANGE Code-064DVP FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,850 COMMITMENTS 50 6,332 140 24,070 18,233 24,260 24,705 590 145 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 641) 0 575 0 581 126 581 701 60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 25.5 0.6 96.9 73.4 97.6 99.4 2.4 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 1 15 9 17 11 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,148 COMMITMENTS 3,802 1,080 0 18,763 22,016 22,565 23,096 2,583 2,052 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 30) 0 0 0 35 35 35 35 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 4.3 0.0 74.6 87.5 89.7 91.8 10.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 16 13 17 14 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,825 COMMITMENTS 2,996 100 100 15,892 19,433 18,988 19,633 1,837 1,192 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 200) 0 0 100 195 195 295 295 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.5 0.5 76.3 93.3 91.2 94.3 8.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 17 14 19 15 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,481 COMMITMENTS 6,597 0 140 36,010 42,976 42,747 43,116 3,734 3,365 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 2,259) 610 0 0 1,454 2,244 2,064 2,244 195 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 0.0 0.3 77.5 92.5 92.0 92.8 8.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 0 1 20 22 24 23 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,330 COMMITMENTS 6,332 5,575 140 39,260 40,566 45,732 46,281 3,598 3,049 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 3,628) 575 825 0 2,433 2,423 3,008 3,248 620 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 11.3 0.3 79.6 82.2 92.7 93.8 7.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 1 20 20 22 25 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,771 COMMITMENTS 1,430 1,825 870 56,078 55,893 58,378 58,588 2,393 2,183 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 2,852) 0 175 -10 2,760 2,585 2,750 2,750 102 102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.0 1.4 92.3 92.0 96.1 96.4 3.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 21 17 25 22 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,384 COMMITMENTS 1,165 1,745 1,045 49,854 49,484 52,064 52,274 2,320 2,110 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 995) 0 175 0 976 801 976 976 19 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.2 1.9 91.7 91.0 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 17 23 22 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,747 COMMITMENTS 0 1,451 50 15,610 15,669 15,660 17,170 3,087 1,577 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 25) 0 0 0 310 325 310 325 -285 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.7 0.3 83.3 83.6 83.5 91.6 16.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 16 11 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,001 COMMITMENTS 0 1,351 50 15,307 15,381 15,357 16,782 2,644 1,219 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: -45) 0 0 0 255 270 255 270 -300 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.5 0.3 85.0 85.4 85.3 93.2 14.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 16 11 17 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,559 COMMITMENTS 3,453 1,530 240 29,418 32,206 33,111 33,976 3,448 2,583 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 703) 100 25 0 423 498 523 523 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 4.2 0.7 80.5 88.1 90.6 92.9 9.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 1 23 19 26 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,033 COMMITMENTS 2,838 1,108 375 29,703 32,308 32,916 33,791 3,117 2,242 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 374) 0 25 15 424 399 439 439 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 3.1 1.0 82.4 89.7 91.3 93.8 8.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 22 18 26 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,190 COMMITMENTS 7,354 205 605 34,085 42,175 42,044 42,985 8,146 7,205 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 3,468) 0 -175 110 3,348 3,523 3,458 3,458 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 0.4 1.2 67.9 84.0 83.8 85.6 16.2 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 24 12 29 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,672 COMMITMENTS 7,124 459 350 31,090 38,554 38,564 39,363 6,108 5,309 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 3,698) 0 -525 30 3,708 4,233 3,738 3,738 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 1.0 0.8 69.6 86.3 86.3 88.1 13.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 23 13 28 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 199,577 COMMITMENTS 6,502 21,583 1,025 140,971 125,870 148,498 148,478 51,079 51,099 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 5,442) -35 100 0 5,590 5,440 5,555 5,540 -113 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 10.8 0.5 70.6 63.1 74.4 74.4 25.6 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 6 2 34 36 37 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 180,839 COMMITMENTS 4,793 18,072 610 130,972 117,648 136,375 136,330 44,464 44,509 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 3,529) -325 0 0 3,439 3,114 3,114 3,114 415 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 10.0 0.3 72.4 65.1 75.4 75.4 24.6 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 6 2 32 33 35 40 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,956 COMMITMENTS 5 450 105 42,841 42,001 42,951 42,556 6,005 6,400 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 94) 0 0 0 104 104 104 104 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.9 0.2 87.5 85.8 87.7 86.9 12.3 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 1 2 26 25 28 28 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,314 COMMITMENTS 0 345 525 43,328 42,478 43,853 43,348 7,461 7,966 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 277) 0 0 0 295 295 295 295 -18 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.7 1.0 84.4 82.8 85.5 84.5 14.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 22 24 23 26 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,301 COMMITMENTS 0 1,820 240 28,667 26,506 28,907 28,566 4,394 4,735 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,037) 0 735 0 927 72 927 807 110 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.5 0.7 86.1 79.6 86.8 85.8 13.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 23 20 24 23 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,109 COMMITMENTS 75 2,270 365 27,234 24,879 27,674 27,514 5,435 5,595 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,005) 75 660 0 870 165 945 825 60 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.9 1.1 82.3 75.1 83.6 83.1 16.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 21 22 24 24 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 196,966 COMMITMENTS 3,309 4,687 4,929 145,472 144,249 153,710 153,865 43,256 43,101 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 2,412) 804 640 84 405 629 1,293 1,353 1,119 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.4 2.5 73.9 73.2 78.0 78.1 22.0 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 6 29 36 37 42 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 171,809 COMMITMENTS 8,991 1,709 6,980 122,189 129,641 138,160 138,330 33,649 33,479 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,234) 750 400 -205 -145 205 400 400 834 834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 1.0 4.1 71.1 75.5 80.4 80.5 19.6 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 5 31 34 38 40 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,479 COMMITMENTS 4,725 3,600 350 84,304 85,429 89,379 89,379 16,100 16,100 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,524) 0 0 0 244 244 244 244 1,280 1,280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 3.4 0.3 79.9 81.0 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 13 15 16 18 ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Code-064FOL FUTURES ONLY POSITIONS AS OF 01/24/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,855 COMMITMENTS 2,025 7,125 50 79,055 73,955 81,130 81,130 15,725 15,725 CHANGES FROM 01/17/23 (CHANGE IN OPEN INTEREST: 1,135) 0 -300 50 475 775 525 525 610 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 7.4 0.1 81.6 76.4 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 13 16 15
Updated January 27, 2023