PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,500 COMMITMENTS 1,500 900 0 6,000 6,600 7,500 7,500 0 0 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -200) 200 -200 0 -400 0 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 12.0 0.0 80.0 88.0 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 6 8 9 11 TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,406 COMMITMENTS 338 1,642 0 2,056 752 2,394 2,394 12 12 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 68.2 0.0 85.5 31.3 99.5 99.5 0.5 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 5 0 8 5 11 10 ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,023 COMMITMENTS 745 700 0 79,693 79,650 80,438 80,350 4,585 4,673 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -3,890) -120 -326 -281 -3,450 -3,236 -3,851 -3,843 -39 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.8 0.0 93.7 93.7 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 16 16 17 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,873 COMMITMENTS 515 0 0 62,942 63,572 63,457 63,572 5,416 5,301 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -3,479) -105 -533 -50 -3,393 -2,822 -3,548 -3,405 69 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 91.4 92.3 92.1 92.3 7.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 15 16 16 16 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,268 COMMITMENTS 325 180 120 16,329 15,860 16,774 16,160 3,494 4,108 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,389) -75 -50 0 -1,105 -1,105 -1,180 -1,155 -209 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 0.9 0.6 80.6 78.3 82.8 79.7 17.2 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 10 14 12 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,814 COMMITMENTS 460 1,782 1,348 23,992 22,391 25,800 25,521 2,014 2,293 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,489) -185 -269 -85 -1,436 -1,506 -1,706 -1,860 217 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.4 4.8 86.3 80.5 92.8 91.8 7.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 3 14 19 17 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,864 COMMITMENTS 336 4,771 60 18,841 14,326 19,237 19,157 1,627 1,707 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -963) 30 -404 -231 -1,043 -460 -1,244 -1,095 281 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 22.9 0.3 90.3 68.7 92.2 91.8 7.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 11 15 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,912 COMMITMENTS 12,010 1,983 0 70,119 79,943 82,129 81,926 16,783 16,986 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -3,931) -1,200 134 -184 -1,686 -3,018 -3,070 -3,068 -861 -863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 2.0 0.0 70.9 80.8 83.0 82.8 17.0 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 19 20 20 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,475 COMMITMENTS 17,850 1,324 335 61,597 78,455 79,782 80,114 20,693 20,361 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,173) -1,335 -85 -20 -2,360 -3,250 -3,715 -3,355 -458 -818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 1.3 0.3 61.3 78.1 79.4 79.7 20.6 20.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 1 17 20 20 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,160 COMMITMENTS 370 8,775 200 17,785 9,825 18,355 18,800 3,805 3,360 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -986) -50 -680 0 -1,546 -391 -1,596 -1,071 610 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 39.6 0.9 80.3 44.3 82.8 84.8 17.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 18 10 20 14 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,160 COMMITMENTS 370 8,775 200 17,760 9,800 18,330 18,775 3,830 3,385 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -961) -50 -655 0 -1,546 -416 -1,596 -1,071 635 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 39.6 0.9 80.1 44.2 82.7 84.7 17.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 18 10 20 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,761 COMMITMENTS 4,138 50 750 20,660 24,748 25,548 25,548 1,213 1,213 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: 3,251) -708 0 -91 4,184 3,476 3,385 3,385 -134 -134 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.2 2.8 77.2 92.5 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 18 10 20 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,216 COMMITMENTS 3,897 0 800 15,827 19,724 20,524 20,524 692 692 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: 1,252) -677 0 -116 2,209 1,532 1,416 1,416 -164 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 0.0 3.8 74.6 93.0 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 19 11 22 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,839 COMMITMENTS 6,540 125 0 41,800 48,155 48,340 48,280 2,499 2,559 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,475) -1,535 30 -30 -2,840 -4,455 -4,405 -4,455 -70 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.2 0.0 82.2 94.7 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 13 15 15 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,064 COMMITMENTS 7,410 6,125 0 44,349 45,374 51,759 51,499 2,305 2,565 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,390) -1,460 30 -30 -2,865 -4,585 -4,355 -4,585 -35 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.3 0.0 82.0 83.9 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 0 13 13 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,315 COMMITMENTS 9,670 1,280 635 43,570 52,545 53,875 54,460 2,440 1,855 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,178) -945 -565 0 -2,948 -3,348 -3,893 -3,913 -285 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 2.3 1.1 77.4 93.3 95.7 96.7 4.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 15 28 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,065 COMMITMENTS 8,980 1,940 560 41,845 49,840 51,385 52,340 2,680 1,725 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,152) -695 -1,105 -30 -3,192 -2,797 -3,917 -3,932 -235 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 3.6 1.0 77.4 92.2 95.0 96.8 5.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 3 20 16 26 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,360 COMMITMENTS 18,655 1,750 1,225 36,070 53,085 55,950 56,060 5,410 5,300 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -4,225) -800 -25 -30 -3,195 -3,990 -4,025 -4,045 -200 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 2.9 2.0 58.8 86.5 91.2 91.4 8.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 23 18 28 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,560 COMMITMENTS 17,955 1,750 1,225 35,950 52,095 55,130 55,070 5,430 5,490 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -3,930) -590 -25 -30 -3,080 -3,660 -3,700 -3,715 -230 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 2.9 2.0 59.4 86.0 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 22 19 27 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,432 COMMITMENTS 9,890 2,765 1,371 30,451 37,724 41,712 41,860 4,720 4,572 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -3,474) -705 515 -635 -1,934 -3,145 -3,274 -3,265 -200 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 6.0 3.0 65.6 81.2 89.8 90.2 10.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 2 21 12 27 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,204 COMMITMENTS 7,540 2,590 1,271 28,330 33,462 37,141 37,323 4,063 3,881 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -2,898) -200 820 -860 -1,561 -2,601 -2,621 -2,641 -277 -257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 6.3 3.1 68.8 81.2 90.1 90.6 9.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 5 2 2 22 13 28 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 206,063 COMMITMENTS 2,937 41,986 778 150,505 111,496 154,220 154,260 51,843 51,803 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -9,529) -390 -3,985 0 -6,306 -2,721 -6,696 -6,706 -2,833 -2,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 20.4 0.4 73.0 54.1 74.8 74.9 25.2 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 31 32 35 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 194,105 COMMITMENTS 3,597 39,080 813 142,925 107,482 147,335 147,375 46,770 46,730 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -8,778) -960 -3,608 -141 -4,708 -2,070 -5,809 -5,819 -2,969 -2,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 20.1 0.4 73.6 55.4 75.9 75.9 24.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 31 31 36 40 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,650 COMMITMENTS 2,325 18,440 600 34,950 18,905 37,875 37,945 1,775 1,705 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -640) -100 50 -50 -295 -545 -445 -545 -195 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 46.5 1.5 88.1 47.7 95.5 95.7 4.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 14 12 17 13 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,711 COMMITMENTS 2,825 300 50 39,164 41,823 42,039 42,173 6,672 6,538 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,216) -85 -132 -100 -1,021 -1,151 -1,206 -1,383 -10 167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.8 0.6 0.1 80.4 85.9 86.3 86.6 13.7 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 20 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,670 COMMITMENTS 2,895 300 655 35,760 39,095 39,310 40,050 7,360 6,620 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,435) -35 -90 -50 -1,200 -1,315 -1,285 -1,455 -150 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.6 1.4 76.6 83.8 84.2 85.8 15.8 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 14 19 16 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,238 COMMITMENTS 2,575 3,975 24 32,045 31,055 34,644 35,054 5,594 5,184 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -2,115) -665 -5 0 -1,415 -2,065 -2,080 -2,070 -35 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 9.9 0.1 79.6 77.2 86.1 87.1 13.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 18 20 20 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,524 COMMITMENTS 14,350 5,325 0 25,190 34,219 39,540 39,544 4,984 4,980 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,735) -565 -115 0 -835 -1,280 -1,400 -1,395 -335 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 12.0 0.0 56.6 76.9 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 0 17 17 19 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 258,109 COMMITMENTS 18,037 2,747 8,203 186,261 201,671 212,501 212,621 45,608 45,488 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -7,876) -211 -375 -485 -5,585 -5,281 -6,281 -6,141 -1,595 -1,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.1 3.2 72.2 78.1 82.3 82.4 17.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 4 6 32 31 41 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 198,172 COMMITMENTS 17,495 807 11,266 135,776 152,674 164,537 164,747 33,635 33,425 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -9,618) 630 75 -1,360 -6,321 -5,771 -7,051 -7,056 -2,567 -2,562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 0.4 5.7 68.5 77.0 83.0 83.1 17.0 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 2 3 30 27 37 32 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,975 COMMITMENTS 495 675 105 23,470 23,230 24,070 24,010 1,905 1,965 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,445) -25 -290 0 -1,430 -1,225 -1,455 -1,515 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 2.6 0.4 90.4 89.4 92.7 92.4 7.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 8 14 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,560 COMMITMENTS 50 935 300 23,575 22,630 23,925 23,865 1,635 1,695 CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST: -1,605) 0 -385 -25 -1,565 -1,240 -1,590 -1,650 -15 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.7 1.2 92.2 88.5 93.6 93.4 6.4 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated January 14, 2022