TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,256 COMMITMENTS 836 1,821 0 5,403 4,423 6,239 6,244 17 12 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 260) 150 160 0 110 100 260 260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 29.1 0.0 86.4 70.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,224 COMMITMENTS 552 1,198 0 5,423 4,793 5,975 5,991 249 233 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 171) -49 170 0 220 0 171 170 0 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 19.2 0.0 87.1 77.0 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 7 0 9 11 14 18 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,917 COMMITMENTS 285 1,178 75 3,500 2,644 3,860 3,897 57 20 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 136) 0 125 0 137 11 137 136 -1 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 30.1 1.9 89.4 67.5 98.5 99.5 1.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 8 1 11 9 16 18 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,748 COMMITMENTS 222 2,114 85 3,406 1,508 3,713 3,707 35 41 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -234) -75 -10 50 -209 -284 -234 -244 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 56.4 2.3 90.9 40.2 99.1 98.9 0.9 1.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 5 3 12 8 17 15 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,484 COMMITMENTS 50 1,768 0 4,397 2,666 4,447 4,434 37 50 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -362) -37 -37 0 -325 -325 -362 -362 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 39.4 0.0 98.1 59.5 99.2 98.9 0.8 1.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,287 COMMITMENTS 565 1,204 0 3,433 2,828 3,998 4,032 289 255 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 78) 0 100 0 78 -22 78 78 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 28.1 0.0 80.1 66.0 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 8 0 8 10 11 18 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,693 COMMITMENTS 413 1,020 75 3,128 2,528 3,616 3,623 77 70 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 25) 0 25 -10 25 0 15 15 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 27.6 2.0 84.7 68.5 97.9 98.1 2.1 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 7 1 12 10 18 18 TX REC CRS V26 BACK HALF - NODAL EXCHANGE Code-006NHT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 1,993 COMMITMENTS 698 625 0 1,020 1,143 1,718 1,768 275 225 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 43) -50 50 0 43 0 -7 50 50 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 31.4 0.0 51.2 57.4 86.2 88.7 13.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 5 0 7 7 11 12 TX REC CRS V26 FRONT HALF - NODAL EXCHANGE Code-006NHY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 2,397 COMMITMENTS 632 612 0 1,470 1,560 2,102 2,172 295 225 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 50) -50 50 0 50 0 0 50 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 25.5 0.0 61.3 65.1 87.7 90.6 12.3 9.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,563 COMMITMENTS 1,845 421 101 74,874 75,911 76,820 76,433 6,743 7,130 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -3,342) 304 -11 -100 -3,764 -3,407 -3,560 -3,518 218 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.5 0.1 89.6 90.8 91.9 91.5 8.1 8.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,984 COMMITMENTS 1,663 0 0 60,451 61,694 62,114 61,694 5,870 6,290 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,676) 205 0 0 -3,107 -2,891 -2,902 -2,891 226 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.0 0.0 88.9 90.7 91.4 90.7 8.6 9.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,302 COMMITMENTS 1,158 10,509 266 27,890 18,109 29,314 28,884 988 1,418 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -589) -118 895 0 -311 -1,329 -429 -434 -160 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 34.7 0.9 92.0 59.8 96.7 95.3 3.3 4.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,621 COMMITMENTS 0 10,954 210 22,463 11,049 22,673 22,213 948 1,408 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 173) 0 895 0 238 -669 238 226 -65 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 46.4 0.9 95.1 46.8 96.0 94.0 4.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 2 18 15 20 19 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 81,135 COMMITMENTS 4,200 5,635 850 62,122 60,810 67,172 67,295 13,963 13,840 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,664) -330 1,810 -75 -836 -2,938 -1,241 -1,203 -423 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 6.9 1.0 76.6 74.9 82.8 82.9 17.2 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 1 23 26 26 31 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,055 COMMITMENTS 9,296 4,782 850 58,090 62,642 68,236 68,274 14,819 14,781 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,253) -328 1,909 -75 -645 -2,634 -1,048 -800 -205 -453 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 5.8 1.0 69.9 75.4 82.2 82.2 17.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 4 1 25 23 29 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,380 COMMITMENTS 1,245 2,100 190 18,155 17,455 19,590 19,745 3,790 3,635 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,647) -25 -175 -25 -1,312 -1,207 -1,362 -1,407 -285 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 9.0 0.8 77.7 74.7 83.8 84.5 16.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 24 11 27 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,755 COMMITMENTS 1,245 2,065 210 17,460 16,835 18,915 19,110 3,840 3,645 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,657) -25 -175 -25 -1,317 -1,222 -1,367 -1,422 -290 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 9.1 0.9 76.7 74.0 83.1 84.0 16.9 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 3 24 11 27 14 PJM.COMED_month_on_dap - NODAL EXCHANGE Code-064DVO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,697 COMMITMENTS 0 6,377 140 23,870 18,095 24,010 24,612 687 85 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,412) 0 -335 0 -1,385 -1,077 -1,385 -1,412 -27 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.8 0.6 96.7 73.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,725 COMMITMENTS 50 5,997 140 22,955 17,443 23,145 23,580 580 145 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,305) 0 -335 0 -1,295 -970 -1,295 -1,305 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 25.3 0.6 96.8 73.5 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_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,668 COMMITMENTS 2,868 70 100 16,463 19,871 19,431 20,041 2,237 1,627 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 848) -128 -50 0 576 463 448 413 400 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.3 0.5 76.0 91.7 89.7 92.5 10.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 15 13 17 14 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,654 COMMITMENTS 6,297 700 190 34,618 40,795 41,105 41,685 3,549 2,969 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,098) -380 700 50 -1,652 -2,511 -1,982 -1,761 -116 -337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 1.6 0.4 77.5 91.4 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 1 2 21 22 25 24 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,016 COMMITMENTS 5,997 6,275 140 37,387 37,869 43,524 44,284 3,492 2,732 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,892) -335 700 0 -2,468 -3,282 -2,803 -2,582 -89 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 13.3 0.3 79.5 80.5 92.6 94.2 7.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 1 21 19 23 24 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 78,185 COMMITMENTS 1,450 2,240 1,110 71,149 70,869 73,709 74,219 4,476 3,966 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 7,009) -450 205 75 6,486 5,771 6,111 6,051 898 958 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.9 1.4 91.0 90.6 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 4 21 15 25 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,079 COMMITMENTS 1,090 2,540 945 66,684 65,744 68,719 69,229 4,360 3,850 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 9,125) -275 280 -25 8,161 7,546 7,861 7,801 1,264 1,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 3.5 1.3 91.2 90.0 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 20 15 23 19 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,226 COMMITMENTS 0 1,721 25 17,074 16,463 17,099 18,209 3,127 2,017 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 74) 0 270 -25 59 -611 34 -366 40 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.5 0.1 84.4 81.4 84.5 90.0 15.5 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 18 11 19 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,906 COMMITMENTS 0 1,646 25 17,212 16,601 17,237 18,272 2,669 1,634 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 405) 0 295 -25 405 -280 380 -10 25 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 0.1 86.5 83.4 86.6 91.8 13.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 18 11 19 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,758 COMMITMENTS 3,164 1,480 180 29,677 31,791 33,021 33,451 2,737 2,307 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,976) -289 -15 -95 -1,333 -1,612 -1,717 -1,722 -259 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 4.1 0.5 83.0 88.9 92.3 93.5 7.7 6.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,419 COMMITMENTS 2,608 1,083 300 28,653 31,153 31,561 32,536 2,858 1,883 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,165) -230 10 -110 -1,615 -1,880 -1,955 -1,980 -210 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 3.1 0.9 83.2 90.5 91.7 94.5 8.3 5.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,391 COMMITMENTS 7,175 360 340 37,506 45,212 45,021 45,912 9,370 8,479 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 2,856) -479 -90 -70 1,914 1,835 1,365 1,675 1,491 1,181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.7 0.6 69.0 83.1 82.8 84.4 17.2 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 2 2 25 13 30 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,405 COMMITMENTS 6,612 539 280 35,130 41,975 42,022 42,794 6,383 5,611 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: 1,753) -562 -165 0 1,705 1,641 1,143 1,476 610 277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 1.1 0.6 72.6 86.7 86.8 88.4 13.2 11.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,674 COMMITMENTS 4,777 18,823 1,040 145,083 130,707 150,900 150,570 51,774 52,104 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,215) -510 -2,550 -35 -630 1,090 -1,175 -1,495 -1,040 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 9.3 0.5 71.6 64.5 74.5 74.3 25.5 25.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 5 2 32 35 34 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 183,179 COMMITMENTS 4,068 15,123 545 132,132 120,712 136,745 136,380 46,434 46,799 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -3,663) 0 -2,489 -55 -3,693 -1,534 -3,748 -4,078 85 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 8.3 0.3 72.1 65.9 74.7 74.5 25.3 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 5 2 32 33 35 38 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,562 COMMITMENTS 160 450 35 40,675 39,950 40,870 40,435 5,692 6,127 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -2,471) 70 0 -70 -2,166 -2,136 -2,166 -2,206 -305 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.0 0.1 87.4 85.8 87.8 86.8 12.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 1 1 26 25 28 27 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,825 COMMITMENTS 0 185 525 42,274 41,364 42,799 42,074 7,026 7,751 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,464) 0 -160 0 -1,029 -1,089 -1,029 -1,249 -435 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 1.1 84.8 83.0 85.9 84.4 14.1 15.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,444 COMMITMENTS 0 1,975 240 27,852 25,534 28,092 27,749 4,352 4,695 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,117) 0 -325 0 -1,075 -752 -1,075 -1,077 -42 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 0.7 85.8 78.7 86.6 85.5 13.4 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 23 19 24 22 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,710 COMMITMENTS 75 2,375 315 26,345 23,830 26,735 26,520 5,975 6,190 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -1,309) 0 -375 -50 -1,099 -779 -1,149 -1,204 -160 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.3 1.0 80.5 72.9 81.7 81.1 18.3 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 20 22 23 24 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 196,196 COMMITMENTS 2,259 6,652 5,414 145,126 140,883 152,799 152,949 43,397 43,247 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -6,532) -1,050 1,620 485 -3,890 -6,580 -4,455 -4,475 -2,077 -2,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.4 2.8 74.0 71.8 77.9 78.0 22.1 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 4 5 6 30 37 38 44 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 168,896 COMMITMENTS 8,061 2,982 5,940 119,921 125,150 133,922 134,072 34,974 34,824 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -4,546) -530 1,223 -1,090 -1,398 -3,171 -3,018 -3,038 -1,528 -1,508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 1.8 3.5 71.0 74.1 79.3 79.4 20.7 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 4 5 32 34 39 41 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,754 COMMITMENTS 4,925 6,150 450 84,559 83,219 89,934 89,819 15,820 15,935 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -75) 200 0 100 -630 -545 -330 -445 255 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 5.8 0.4 80.0 78.7 85.0 84.9 15.0 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 13 16 17 20 ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Code-064FOL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/23 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,395 COMMITMENTS 2,025 7,125 50 78,385 73,310 80,460 80,485 15,935 15,910 CHANGES FROM 01/31/23 (CHANGE IN OPEN INTEREST: -130) 0 0 0 -490 -465 -490 -465 360 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 7.4 0.1 81.3 76.1 83.5 83.5 16.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 14 14 16 16
Updated March 03, 2023