PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 100 Class 1 RECs OPEN INTEREST: 7,951 COMMITMENTS 1,951 900 0 6,000 7,051 7,951 7,951 0 0 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 351) 351 0 0 0 351 351 351 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 11.3 0.0 75.5 88.7 100.0 100.0 0.0 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 3 0 6 8 9 11 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,125 COMMITMENTS 280 1,904 0 2,583 971 2,863 2,875 262 250 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 60.9 0.0 82.7 31.1 91.6 92.0 8.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 6 0 8 7 10 13 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,911 COMMITMENTS 745 700 0 83,804 83,986 84,549 84,686 4,362 4,225 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 950) 0 0 0 948 948 948 948 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 0.8 0.0 94.3 94.5 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 17 17 18 18 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,795 COMMITMENTS 515 0 0 66,204 66,667 66,719 66,667 5,076 5,128 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,005) 0 0 0 1,003 1,003 1,003 1,003 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 0.0 0.0 92.2 92.9 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 17 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,111 COMMITMENTS 460 1,782 1,348 24,248 22,647 26,056 25,777 2,055 2,334 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 85) 0 0 0 48 48 48 48 37 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 6.3 4.8 86.3 80.6 92.7 91.7 7.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 3 16 19 19 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,003 COMMITMENTS 336 4,771 60 18,952 14,397 19,348 19,228 1,655 1,775 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 175 215 175 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 22.7 0.3 90.2 68.5 92.1 91.5 7.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 1 13 11 15 14 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,257 COMMITMENTS 12,010 1,983 0 72,327 82,211 84,337 84,194 16,920 17,063 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,890) 0 0 0 2,125 2,125 2,125 2,125 -235 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.0 0.0 71.4 81.2 83.3 83.1 16.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 20 21 21 25 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,548 COMMITMENTS 17,850 1,324 335 63,407 80,325 81,592 81,984 20,956 20,564 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,825) 0 0 0 1,735 1,735 1,735 1,735 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 1.3 0.3 61.8 78.3 79.6 79.9 20.4 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 1 19 21 22 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,075 COMMITMENTS 325 8,775 200 20,870 12,925 21,395 21,900 3,680 3,175 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 2,060) -120 0 0 2,260 2,140 2,140 2,140 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 35.0 0.8 83.2 51.5 85.3 87.3 14.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 20 11 23 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,075 COMMITMENTS 325 8,775 200 20,845 12,900 21,370 21,875 3,705 3,200 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 2,060) -120 0 0 2,260 2,140 2,140 2,140 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 35.0 0.8 83.1 51.4 85.2 87.2 14.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 4 1 20 11 23 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,581 COMMITMENTS 4,138 50 750 20,446 24,534 25,334 25,334 1,247 1,247 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 0.2 2.8 76.9 92.3 95.3 95.3 4.7 4.7 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 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,256 COMMITMENTS 3,897 0 800 15,867 19,764 20,564 20,564 692 692 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 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_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,169 COMMITMENTS 6,540 125 0 42,134 48,549 48,674 48,674 2,495 2,495 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 0.2 0.0 82.3 94.9 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 16 17 17 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,244 COMMITMENTS 7,410 6,125 0 44,513 45,598 51,923 51,723 2,321 2,521 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 11.3 0.0 82.1 84.1 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 15 14 17 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,020 COMMITMENTS 9,790 500 635 43,980 53,855 54,405 54,990 2,615 2,030 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.9 1.1 77.1 94.4 95.4 96.4 4.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 1 3 21 16 28 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,450 COMMITMENTS 8,980 1,040 630 41,985 50,880 51,595 52,550 2,855 1,900 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 15) 0 0 0 15 15 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 1.9 1.2 77.1 93.4 94.8 96.5 5.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 4 20 16 27 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,705 COMMITMENTS 18,705 1,150 1,175 36,215 53,880 56,095 56,205 4,610 4,500 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 570) 0 0 0 645 645 645 645 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 1.9 1.9 59.7 88.8 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 24 19 29 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,825 COMMITMENTS 17,955 1,150 1,225 36,465 53,210 55,645 55,585 4,180 4,240 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 225) 0 0 0 350 350 350 350 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 1.9 2.0 61.0 88.9 93.0 92.9 7.0 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 1 23 20 28 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,157 COMMITMENTS 9,940 2,440 1,653 33,419 41,067 45,012 45,160 4,145 3,997 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,017) 25 -425 292 650 1,100 967 967 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 5.0 3.4 68.0 83.5 91.6 91.9 8.4 8.1 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 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,142 COMMITMENTS 7,590 2,300 1,503 30,936 36,408 40,029 40,211 4,113 3,931 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 967) 25 -375 242 650 1,050 917 917 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 5.2 3.4 70.1 82.5 90.7 91.1 9.3 8.9 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 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 225,517 COMMITMENTS 1,767 42,136 1,113 168,219 127,890 171,099 171,139 54,418 54,378 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 4,145) 30 330 70 3,830 3,530 3,930 3,930 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 18.7 0.5 74.6 56.7 75.9 75.9 24.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 4 32 35 36 44 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 213,354 COMMITMENTS 2,427 39,145 1,198 159,404 122,726 163,029 163,069 50,325 50,285 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 5,154) 30 280 70 3,990 3,740 4,090 4,090 1,064 1,064 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 18.3 0.6 74.7 57.5 76.4 76.4 23.6 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 8 5 32 36 37 45 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,340 COMMITMENTS 2,625 12,740 600 34,620 24,515 37,845 37,855 2,495 2,485 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: -570) 0 -5,700 0 -1,350 4,350 -1,350 -1,350 780 780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 31.6 1.5 85.8 60.8 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 13 18 14 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,937 COMMITMENTS 3,450 300 50 39,680 43,003 43,180 43,353 7,757 7,584 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,165) 0 0 0 1,480 1,530 1,480 1,530 -315 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 0.6 0.1 77.9 84.4 84.8 85.1 15.2 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 19 23 21 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,690 COMMITMENTS 3,570 300 615 37,050 40,530 41,235 41,445 7,455 7,245 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 955) 50 0 0 1,095 1,035 1,145 1,035 -190 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.6 1.3 76.1 83.2 84.7 85.1 15.3 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 16 23 18 26 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,358 COMMITMENTS 4,075 4,075 24 31,585 31,995 35,684 36,094 5,674 5,264 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 775) 1,500 -200 0 -525 1,125 975 925 -200 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 9.9 0.1 76.4 77.4 86.3 87.3 13.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 19 21 21 23 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,969 COMMITMENTS 15,850 5,425 0 24,715 35,264 40,565 40,689 5,404 5,280 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 1,730) 1,500 -200 0 -120 1,650 1,380 1,450 350 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 11.8 0.0 53.8 76.7 88.2 88.5 11.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 0 17 18 19 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 263,531 COMMITMENTS 14,372 2,337 10,558 188,648 200,803 213,578 213,698 49,953 49,833 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: -3,445) -3,810 70 525 -1,435 -5,315 -4,720 -4,720 1,275 1,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.9 4.0 71.6 76.2 81.0 81.1 19.0 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 6 4 7 33 31 43 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 198,190 COMMITMENTS 20,490 2,842 9,391 130,542 148,280 160,423 160,513 37,767 37,677 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: -4,977) 495 2,035 -2,050 -7,601 -9,261 -9,156 -9,276 4,179 4,299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 1.4 4.7 65.9 74.8 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 4 4 30 30 38 36 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,275 COMMITMENTS 495 675 105 24,130 23,650 24,730 24,430 2,545 2,845 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 300) 0 0 0 -80 -80 -80 -80 380 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.5 0.4 88.5 86.7 90.7 89.6 9.3 10.4 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 02/01/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,060 COMMITMENTS 50 935 300 24,235 23,050 24,585 24,285 2,475 2,775 CHANGES FROM 01/25/22 (CHANGE IN OPEN INTEREST: 300) 0 0 0 -80 -80 -80 -80 380 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.5 1.1 89.6 85.2 90.9 89.7 9.1 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 12 8 14 11
Updated February 04, 2022