TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 5,996 COMMITMENTS 686 1,661 0 5,293 4,323 5,979 5,984 17 12 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 160) 0 60 0 160 100 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 27.7 0.0 88.3 72.1 99.7 99.8 0.3 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 7 0 10 9 15 16 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,053 COMMITMENTS 601 1,028 0 5,203 4,793 5,804 5,821 249 232 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 130) 6 0 0 145 130 151 130 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 17.0 0.0 86.0 79.2 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 7 0 10 11 16 18 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,781 COMMITMENTS 285 1,053 75 3,363 2,633 3,723 3,761 58 20 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 48) -67 33 0 135 15 68 48 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 27.8 2.0 88.9 69.6 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 8 1 10 9 15 18 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,982 COMMITMENTS 297 2,124 35 3,615 1,792 3,947 3,951 35 31 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 35) 0 25 0 35 10 35 35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 53.3 0.9 90.8 45.0 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,846 COMMITMENTS 87 1,805 0 4,722 2,991 4,809 4,796 37 50 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 195) 0 70 0 195 125 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 37.2 0.0 97.4 61.7 99.2 99.0 0.8 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 7 0 12 12 14 19 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,209 COMMITMENTS 565 1,104 0 3,355 2,850 3,920 3,954 289 255 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 32) 0 0 0 10 32 10 32 22 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.4 26.2 0.0 79.7 67.7 93.1 93.9 6.9 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,668 COMMITMENTS 413 995 85 3,103 2,528 3,601 3,608 67 60 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 50) -10 0 10 60 50 60 60 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 27.1 2.3 84.6 68.9 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 7 2 11 10 17 19 TX REC CRS V26 BACK HALF - NODAL EXCHANGE Code-006NHT FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 1,950 COMMITMENTS 748 575 0 977 1,143 1,725 1,718 225 232 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 0) -5 0 0 10 0 5 0 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.4 29.5 0.0 50.1 58.6 88.5 88.1 11.5 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 2,347 COMMITMENTS 682 562 0 1,420 1,560 2,102 2,122 245 225 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: -65) 0 0 0 -85 -65 -85 -65 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 23.9 0.0 60.5 66.5 89.6 90.4 10.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 0 8 6 12 11 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,905 COMMITMENTS 1,541 432 201 78,638 79,318 80,380 79,951 6,525 6,954 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1) 125 0 0 -20 105 105 105 -104 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 0.5 0.2 90.5 91.3 92.5 92.0 7.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 18 15 21 17 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,660 COMMITMENTS 1,458 0 0 63,558 64,585 65,016 64,585 5,644 6,075 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 0.0 0.0 89.9 91.4 92.0 91.4 8.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 19 14 20 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,891 COMMITMENTS 1,276 9,614 266 28,201 19,438 29,743 29,318 1,148 1,573 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 769) 40 500 -50 714 309 704 759 65 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 31.1 0.9 91.3 62.9 96.3 94.9 3.7 5.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,448 COMMITMENTS 0 10,059 210 22,225 11,718 22,435 21,987 1,013 1,461 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 683) 0 450 0 643 248 643 698 40 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.9 0.9 94.8 50.0 95.7 93.8 4.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 18 14 20 18 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,799 COMMITMENTS 4,530 3,825 925 62,958 63,748 68,413 68,498 14,386 14,301 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 662) 550 165 25 -470 5 105 195 557 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 4.6 1.1 76.0 77.0 82.6 82.7 17.4 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 1 22 26 25 31 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,308 COMMITMENTS 9,624 2,873 925 58,735 65,276 69,284 69,074 15,024 15,234 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 533) 635 -25 25 -420 180 240 180 293 353 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 3.4 1.1 69.7 77.4 82.2 81.9 17.8 18.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,027 COMMITMENTS 1,270 2,275 215 19,467 18,662 20,952 21,152 4,075 3,875 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 350) 0 0 0 600 600 600 600 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.1 0.9 77.8 74.6 83.7 84.5 16.3 15.5 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,412 COMMITMENTS 1,270 2,240 235 18,777 18,057 20,282 20,532 4,130 3,880 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 350) 0 0 0 600 600 600 600 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.2 9.2 1.0 76.9 74.0 83.1 84.1 16.9 15.9 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,109 COMMITMENTS 0 6,712 140 25,255 19,172 25,395 26,024 714 85 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 180) 0 80 0 180 100 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.7 0.5 96.7 73.4 97.3 99.7 2.7 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,030 COMMITMENTS 50 6,332 140 24,250 18,413 24,440 24,885 590 145 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 25.3 0.6 96.9 73.6 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,308 COMMITMENTS 3,802 1,100 0 18,923 22,156 22,725 23,256 2,583 2,052 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 160) 0 20 0 160 140 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 4.3 0.0 74.8 87.5 89.8 91.9 10.2 8.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,820 COMMITMENTS 2,996 120 100 15,887 19,408 18,983 19,628 1,837 1,192 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: -5) 0 20 0 -5 -25 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 0.6 0.5 76.3 93.2 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,752 COMMITMENTS 6,677 0 140 36,270 43,306 43,087 43,446 3,665 3,306 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 271) 80 0 0 260 330 340 330 -69 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 0.0 0.3 77.6 92.6 92.2 92.9 7.8 7.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,908 COMMITMENTS 6,332 5,575 140 39,855 41,151 46,327 46,866 3,581 3,042 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 578) 0 0 0 595 585 595 585 -17 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 11.2 0.3 79.9 82.5 92.8 93.9 7.2 6.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,176 COMMITMENTS 1,900 2,035 1,035 64,663 65,098 67,598 68,168 3,578 3,008 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 10,405) 470 210 165 8,585 9,205 9,220 9,580 1,185 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 2.9 1.5 90.8 91.5 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 4 21 17 25 22 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,954 COMMITMENTS 1,365 2,260 970 58,523 58,198 60,858 61,428 3,096 2,526 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 9,570) 200 515 -75 8,669 8,714 8,794 9,154 776 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 3.5 1.5 91.5 91.0 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 20 18 23 23 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,152 COMMITMENTS 0 1,451 50 17,015 17,074 17,065 18,575 3,087 1,577 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,405) 0 0 0 1,405 1,405 1,405 1,405 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 0.2 84.4 84.7 84.7 92.2 15.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 11 18 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,501 COMMITMENTS 0 1,351 50 16,807 16,881 16,857 18,282 2,644 1,219 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 1,500 1,500 1,500 1,500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.3 86.2 86.6 86.4 93.7 13.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,734 COMMITMENTS 3,453 1,495 275 31,010 33,403 34,738 35,173 2,996 2,561 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,175) 0 -35 35 1,592 1,197 1,627 1,197 -452 -22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 4.0 0.7 82.2 88.5 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 2 24 19 28 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,584 COMMITMENTS 2,838 1,073 410 30,268 33,033 33,516 34,516 3,068 2,068 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 551) 0 -35 35 565 725 600 725 -49 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 2.9 1.1 82.7 90.3 91.6 94.3 8.4 5.7 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,535 COMMITMENTS 7,654 450 410 35,592 43,377 43,656 44,237 7,879 7,298 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,345) 300 245 -195 1,507 1,202 1,612 1,252 -267 93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.9 0.9 0.8 69.1 84.2 84.7 85.8 15.3 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 2 26 12 31 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,652 COMMITMENTS 7,174 704 280 33,425 40,334 40,879 41,318 5,773 5,334 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,980) 50 245 -70 2,335 1,780 2,315 1,955 -335 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.5 0.6 71.6 86.5 87.6 88.6 12.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 2 25 13 30 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 204,889 COMMITMENTS 5,287 21,373 1,075 145,713 129,617 152,075 152,065 52,814 52,824 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 5,312) -1,215 -210 50 4,742 3,747 3,577 3,587 1,735 1,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 10.4 0.5 71.1 63.3 74.2 74.2 25.8 25.8 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 186,842 COMMITMENTS 4,068 17,612 600 135,825 122,246 140,493 140,458 46,349 46,384 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 6,003) -725 -460 -10 4,853 4,598 4,118 4,128 1,885 1,875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 9.4 0.3 72.7 65.4 75.2 75.2 24.8 24.8 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,033 COMMITMENTS 90 450 105 42,841 42,086 43,036 42,641 5,997 6,392 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 77) 85 0 0 0 85 85 85 -8 -8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.2 87.4 85.8 87.8 87.0 12.2 13.0 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,289 COMMITMENTS 0 345 525 43,303 42,453 43,828 43,323 7,461 7,966 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,561 COMMITMENTS 0 2,300 240 28,927 26,286 29,167 28,826 4,394 4,735 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 260) 0 480 0 260 -220 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.9 0.7 86.2 78.3 86.9 85.9 13.1 14.1 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,019 COMMITMENTS 75 2,750 365 27,444 24,609 27,884 27,724 6,135 6,295 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 910) 0 480 0 210 -270 210 210 700 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 8.1 1.1 80.7 72.3 82.0 81.5 18.0 18.5 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,728 COMMITMENTS 3,309 5,032 4,929 149,016 147,463 157,254 157,424 45,474 45,304 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 5,762) 0 345 0 3,544 3,214 3,544 3,559 2,218 2,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.5 2.4 73.5 72.7 77.6 77.7 22.4 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 5 2 6 30 36 38 42 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,442 COMMITMENTS 8,591 1,759 7,030 121,319 128,321 136,940 137,110 36,502 36,332 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 1,633) -400 50 50 -870 -1,320 -1,220 -1,220 2,853 2,853 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 1.0 4.1 69.9 74.0 79.0 79.1 21.0 20.9 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 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,829 COMMITMENTS 4,725 6,150 350 85,189 83,764 90,264 90,264 15,565 15,565 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: 350) 0 2,550 0 885 -1,665 885 885 -535 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 5.8 0.3 80.5 79.2 85.3 85.3 14.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 13 16 16 19 ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Code-064FOL FUTURES ONLY POSITIONS AS OF 01/31/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,525 COMMITMENTS 2,025 7,125 50 78,875 73,775 80,950 80,950 15,575 15,575 CHANGES FROM 01/24/23 (CHANGE IN OPEN INTEREST: -330) 0 0 0 -180 -180 -180 -180 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 7.4 0.1 81.7 76.4 83.9 83.9 16.1 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 14 16 16
Updated February 24, 2023