TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,747 COMMITMENTS 496 1,425 75 6,082 5,180 6,653 6,680 94 67 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -50) 0 50 0 0 -50 0 0 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 21.1 1.1 90.1 76.8 98.6 99.0 1.4 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 8 1 6 12 10 21 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,500 COMMITMENTS 466 1,290 25 5,907 5,098 6,398 6,413 102 87 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 19.8 0.4 90.9 78.4 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 5 1 11 7 16 13 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 8,703 COMMITMENTS 49 1,512 0 8,318 6,837 8,367 8,349 336 354 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -629) 49 0 0 -311 -277 -262 -277 -367 -352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 17.4 0.0 95.6 78.6 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 0 14 9 15 15 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 5,375 COMMITMENTS 75 1,700 0 5,011 3,385 5,086 5,085 289 290 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -35) 0 -35 0 -35 0 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 31.6 0.0 93.2 63.0 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 9 0 9 10 11 19 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 6,929 COMMITMENTS 335 3,078 25 6,356 3,603 6,716 6,706 213 223 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 44.4 0.4 91.7 52.0 96.9 96.8 3.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 7 1 15 7 19 15 TX REC CRS V26 BACK HALF - NODAL EXCHANGE Code-006NHT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 2,878 COMMITMENTS 305 856 0 2,505 1,987 2,810 2,843 68 35 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 29.7 0.0 87.0 69.0 97.6 98.8 2.4 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 0 10 7 12 12 TX REC CRS V26 FRONT HALF - NODAL EXCHANGE Code-006NHY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 3,719 COMMITMENTS 665 838 0 3,039 2,876 3,704 3,714 15 5 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 22.5 0.0 81.7 77.3 99.6 99.9 0.4 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 0 10 8 14 13 TX REC CRS V27 FRONT HALF - NODAL EXCHANGE Code-006NHZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas RECs OPEN INTEREST: 3,457 COMMITMENTS 426 1,409 0 2,981 1,985 3,407 3,394 50 63 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 102) -23 200 0 125 -98 102 102 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 40.8 0.0 86.2 57.4 98.6 98.2 1.4 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 7 0 9 7 11 14 NEW JERSEY RECs CLASS 2 V2025 - NODAL EXCHANGE Code-006NKV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 MWh representing 100 NJ Class 2 RECs OPEN INTEREST: 10,880 COMMITMENTS 3,840 0 0 7,040 10,880 10,880 10,880 0 0 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 0.0 0.0 64.7 100.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 5 0 0 12 3 17 3 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,811 COMMITMENTS 5,805 633 596 55,160 60,747 61,561 61,976 9,250 8,835 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 316) 225 0 0 314 539 539 539 -223 -223 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.9 0.8 77.9 85.8 86.9 87.5 13.1 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 1 21 20 23 24 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,861 COMMITMENTS 5,265 150 616 50,711 56,033 56,592 56,799 9,269 9,062 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 900) 275 0 0 755 1,030 1,030 1,030 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 0.2 0.9 77.0 85.1 85.9 86.2 14.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 23 21 24 23 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,686 COMMITMENTS 3,875 125 1,729 20,393 24,290 25,997 26,144 4,689 4,542 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -400) 0 0 0 0 0 0 0 -400 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.4 5.6 66.5 79.2 84.7 85.2 15.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 19 16 23 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,935 COMMITMENTS 2,970 225 1,839 20,203 22,805 25,012 24,869 4,923 5,066 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -420) 0 0 0 0 0 0 0 -420 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.8 6.1 67.5 76.2 83.6 83.1 16.4 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 18 13 21 15 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,994 COMMITMENTS 6,306 275 35 17,903 24,279 24,244 24,589 750 405 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 1.1 0.1 71.6 97.1 97.0 98.4 3.0 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 14 13 16 15 NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Code-064CTR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,915 COMMITMENTS 6,285 0 35 14,400 21,280 20,720 21,315 1,195 600 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 0.0 0.2 65.7 97.1 94.5 97.3 5.5 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 13 9 15 10 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,020 COMMITMENTS 277 11,713 556 42,432 31,100 43,265 43,369 3,755 3,651 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 427) 0 640 -29 440 -200 411 411 16 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 24.9 1.2 90.2 66.1 92.0 92.2 8.0 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 22 23 25 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,398 COMMITMENTS 0 12,096 576 39,184 27,106 39,760 39,778 2,638 2,620 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 965) 0 640 0 886 246 886 886 79 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.5 1.4 92.4 63.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 2 20 19 22 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,987 COMMITMENTS 7,108 0 3,135 23,468 31,111 33,711 34,246 3,276 2,741 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 787) -30 0 320 437 407 727 727 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.0 8.5 63.4 84.1 91.1 92.6 8.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 0 1 18 22 20 23 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,862 COMMITMENTS 6,821 45 3,208 21,836 29,024 31,865 32,277 2,997 2,585 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,005) -30 0 260 775 745 1,005 1,005 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.1 9.2 62.6 83.3 91.4 92.6 8.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 19 21 21 23 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,166 COMMITMENTS 9,510 7,542 553 80,081 82,184 90,144 90,279 10,022 9,887 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,045) 0 275 0 2,960 2,807 2,960 3,082 85 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 7.5 0.6 79.9 82.0 90.0 90.1 10.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 6 3 24 21 27 29 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,600 COMMITMENTS 10,420 7,316 604 75,100 78,225 86,124 86,145 10,476 10,455 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 2,042) 0 300 0 2,667 2,514 2,667 2,814 -625 -772 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 7.6 0.6 77.7 81.0 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 6 3 23 20 27 28 PJM.APS_month_off_dap - NODAL EXCHANGE Code-064DMZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,208 COMMITMENTS 415 1,060 57 12,865 13,185 13,337 14,302 1,871 906 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 350) 0 350 0 282 -68 282 282 68 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 7.0 0.4 84.6 86.7 87.7 94.0 12.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 16 8 18 9 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,282 COMMITMENTS 3,485 615 571 18,865 22,430 22,921 23,616 2,361 1,666 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 900) 0 0 0 740 740 740 740 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 2.4 2.3 74.6 88.7 90.7 93.4 9.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 1 19 13 23 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,220 COMMITMENTS 2,885 615 571 17,298 20,383 20,754 21,569 2,466 1,651 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 900) 0 0 0 740 740 740 740 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 2.6 2.5 74.5 87.8 89.4 92.9 10.6 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 19 14 23 17 PJM.COMED_month_on_dap - NODAL EXCHANGE Code-064DVO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,318 COMMITMENTS 0 3,577 0 23,878 20,601 23,878 24,178 440 140 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.7 0.0 98.2 84.7 98.2 99.4 1.8 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 7 14 8 PJM.COMED_month_off_dap - NODAL EXCHANGE Code-064DVP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,112 COMMITMENTS 0 3,397 0 23,697 20,520 23,697 23,917 415 195 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.1 0.0 98.3 85.1 98.3 99.2 1.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 14 6 14 7 PJM.DOM_month_on_dap - NODAL EXCHANGE Code-064DZS OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,668 COMMITMENTS 4,580 50 381 21,660 25,995 26,621 26,426 2,047 2,242 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 0.2 1.3 75.6 90.7 92.9 92.2 7.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 2 13 12 17 15 PJM.DOM_month_off_dap - NODAL EXCHANGE Code-064DZT OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,443 COMMITMENTS 3,680 50 541 22,400 25,835 26,621 26,426 1,822 2,017 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.2 1.9 78.8 90.8 93.6 92.9 6.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 2 13 11 17 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,982 COMMITMENTS 5,581 1,135 246 31,817 37,691 37,644 39,072 2,338 910 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 100) 0 25 0 100 75 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 2.8 0.6 79.6 94.3 94.2 97.7 5.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 1 17 16 21 17 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,438 COMMITMENTS 4,955 860 276 26,992 32,717 32,223 33,853 2,215 585 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 100) 0 75 0 100 25 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 2.5 0.8 78.4 95.0 93.6 98.3 6.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 15 16 19 17 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,835 COMMITMENTS 325 2,235 250 12,839 11,779 13,414 14,264 1,421 571 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 15.1 1.7 86.5 79.4 90.4 96.2 9.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 12 7 15 11 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,805 COMMITMENTS 325 2,285 250 12,850 11,740 13,425 14,275 1,380 530 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 15.4 1.7 86.8 79.3 90.7 96.4 9.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 1 11 7 14 12 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,643 COMMITMENTS 3,767 300 173 39,858 43,104 43,798 43,577 3,845 4,066 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -133) 0 0 0 -490 -490 -490 -490 357 357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.6 0.4 83.7 90.5 91.9 91.5 8.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 14 22 15 25 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,708 COMMITMENTS 3,572 1,200 763 38,788 40,349 43,123 42,312 2,585 3,396 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 127) 0 0 0 -190 -190 -190 -190 317 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 2.6 1.7 84.9 88.3 94.3 92.6 5.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 14 21 16 24 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,297 COMMITMENTS 1,762 11,456 1,421 141,112 131,413 144,295 144,290 4,002 4,007 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 800) 0 300 -300 1,124 824 824 824 -24 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 7.7 1.0 95.2 88.6 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 5 4 18 17 24 24 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 140,931 COMMITMENTS 1,580 16,366 1,612 133,687 119,054 136,879 137,032 4,052 3,899 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,470) 0 1,300 300 1,161 -139 1,461 1,461 9 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 11.6 1.1 94.9 84.5 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 6 6 18 16 26 23 PJM.PENELEC_month_on_dap - NODAL EXCHANGE Code-064EVA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,530 COMMITMENTS 0 780 0 11,508 11,514 11,508 12,294 1,022 236 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,110 1,110 1,110 1,110 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 0.0 91.8 91.9 91.8 98.1 8.2 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 13 15 14 PJM.PENELEC_month_off_dap - NODAL EXCHANGE Code-064EVB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,147 COMMITMENTS 0 780 0 11,125 11,141 11,125 11,921 1,022 226 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 1,110) 0 0 0 1,375 1,150 1,375 1,150 -265 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 0.0 91.6 91.7 91.6 98.1 8.4 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 15 13 15 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,337 COMMITMENTS 0 1,328 142 30,200 29,207 30,342 30,677 1,995 1,660 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,735) 0 0 0 5,615 5,615 5,615 5,615 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.1 0.4 93.4 90.3 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 1 17 11 18 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,252 COMMITMENTS 0 1,383 140 30,225 29,302 30,365 30,825 1,887 1,427 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,910) 0 0 0 5,790 5,765 5,790 5,765 120 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.4 93.7 90.9 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 1 16 11 17 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,523 COMMITMENTS 1,160 1,348 521 45,598 45,224 47,279 47,093 2,244 2,430 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -58) 0 -25 0 -104 -79 -104 -104 46 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.7 1.1 92.1 91.3 95.5 95.1 4.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 22 17 26 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,165 COMMITMENTS 1,160 1,403 641 46,974 46,724 48,775 48,768 2,390 2,397 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -380 -380 -380 -380 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.7 1.3 91.8 91.3 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 1 23 18 27 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,722 COMMITMENTS 11,660 5,320 124 66,036 72,438 77,820 77,882 4,902 4,840 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 470) 0 25 0 470 445 470 470 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 6.4 0.1 79.8 87.6 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 7 4 2 25 19 33 24 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,189 COMMITMENTS 10,563 5,790 454 61,952 66,851 72,969 73,095 6,220 6,094 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 510) 0 25 0 500 475 500 500 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 7.3 0.6 78.2 84.4 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 7 4 3 24 19 33 24 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 253,712 COMMITMENTS 9,259 27,958 4,968 184,212 165,428 198,439 198,354 55,273 55,358 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 5,666) 675 0 -400 4,119 4,794 4,394 4,394 1,272 1,272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 11.0 2.0 72.6 65.2 78.2 78.2 21.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 7 10 6 38 37 47 51 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 242,340 COMMITMENTS 12,660 23,924 5,362 171,701 160,352 189,723 189,638 52,617 52,702 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 4,913) 1,750 0 -770 2,382 4,132 3,362 3,362 1,551 1,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 9.9 2.2 70.9 66.2 78.3 78.3 21.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 8 9 9 38 36 47 53 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,872 COMMITMENTS 1,712 300 123 48,310 49,302 50,145 49,725 5,727 6,147 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 454) 0 0 0 484 484 484 484 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.5 0.2 86.5 88.2 89.7 89.0 10.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 1 22 23 24 26 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,987 COMMITMENTS 1,648 300 213 45,554 46,762 47,415 47,275 6,572 6,712 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 625) 50 0 0 690 740 740 740 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 0.6 0.4 84.4 86.6 87.8 87.6 12.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 2 21 26 24 30 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,953 COMMITMENTS 180 325 155 37,888 37,462 38,223 37,942 2,730 3,011 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 140) 0 0 0 125 125 125 125 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 0.8 0.4 92.5 91.5 93.3 92.6 6.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 21 22 22 25 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,028 COMMITMENTS 0 389 333 36,324 35,635 36,657 36,357 3,371 3,671 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -85) 0 0 0 -100 -100 -100 -100 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.0 0.8 90.7 89.0 91.6 90.8 8.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 3 2 21 20 23 23 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 224,941 COMMITMENTS 885 4,876 12,094 168,143 164,603 181,122 181,573 43,819 43,368 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 280) 0 105 1,155 1,527 1,602 2,682 2,862 -2,402 -2,582 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.2 5.4 74.7 73.2 80.5 80.7 19.5 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 5 5 34 34 41 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,768 COMMITMENTS 12,141 3,500 5,177 122,146 131,117 139,464 139,794 34,304 33,974 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: 3,620) 391 796 425 2,931 2,526 3,747 3,747 -127 -127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 2.0 3.0 70.3 75.5 80.3 80.4 19.7 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 3 5 34 35 42 41 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,003 COMMITMENTS 3,275 618 139 69,929 72,516 73,343 73,273 11,660 11,730 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -18) 0 7 0 -138 -145 -138 -138 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.7 0.2 82.3 85.3 86.3 86.2 13.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 3 16 14 20 17 ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Code-064FOL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/24 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,564 COMMITMENTS 575 600 0 72,359 72,264 72,934 72,864 10,630 10,700 CHANGES FROM 02/20/24 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -145 -145 -145 -145 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.7 0.0 86.6 86.5 87.3 87.2 12.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 0 14 14 15 16
Updated March 01, 2024