TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE Code-006NFF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,584 COMMITMENTS 572 1,988 0 2,012 584 2,584 2,572 0 12 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 0) 50 0 0 -50 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 76.9 0.0 77.9 22.6 100.0 99.5 0.0 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 5 0 11 4 17 9 TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,574 COMMITMENTS 548 1,877 0 3,009 1,685 3,557 3,562 17 12 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 10) 10 0 0 0 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 52.5 0.0 84.2 47.1 99.5 99.7 0.5 0.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 8 0 11 5 14 13 TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 4,505 COMMITMENTS 175 1,932 0 4,063 2,223 4,238 4,155 267 350 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 150) 100 -100 0 50 150 150 50 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 42.9 0.0 90.2 49.3 94.1 92.2 5.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 10 0 9 8 11 18 TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE Code-006NFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,562 COMMITMENTS 150 1,680 0 2,395 882 2,545 2,562 17 0 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 65.6 0.0 93.5 34.4 99.3 100.0 0.7 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 7 0 11 4 15 11 TX GREEN-E REC V22 BACK HALF - NODAL EXCHANGE Code-006NG1 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,938 COMMITMENTS 187 2,187 35 2,680 690 2,902 2,912 36 26 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 0) -76 0 0 50 0 -26 0 26 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 74.4 1.2 91.2 23.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 7 2 11 4 16 12 TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE Code-006NG2 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,840 COMMITMENTS 150 2,022 0 2,673 766 2,823 2,788 17 52 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 0) 0 -10 0 0 10 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 71.2 0.0 94.1 27.0 99.4 98.2 0.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 7 0 10 5 12 12 TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 3,592 COMMITMENTS 175 2,032 0 3,150 1,210 3,325 3,242 267 350 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 150) 100 -100 0 50 150 150 50 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 56.6 0.0 87.7 33.7 92.6 90.3 7.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 11 0 9 7 11 18 TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE Code-006NG4 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- 1000 Texas Green-e RECs OPEN INTEREST: 2,503 COMMITMENTS 275 1,705 0 2,196 798 2,471 2,503 32 0 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 68.1 0.0 87.7 31.9 98.7 100.0 1.3 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 7 0 10 4 14 11 ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,985 COMMITMENTS 1,285 240 450 81,476 82,501 83,211 83,191 4,774 4,794 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,462) -20 -100 0 -2,374 -2,291 -2,394 -2,391 -68 -71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.3 0.5 92.6 93.8 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 17 22 19 ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,093 COMMITMENTS 450 200 0 66,308 66,545 66,758 66,745 5,335 5,348 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,106) -10 0 0 -2,175 -2,245 -2,185 -2,245 79 139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 0.3 0.0 92.0 92.3 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 17 14 18 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,584 COMMITMENTS 2,011 468 2,298 21,876 23,089 26,185 25,855 1,399 1,729 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -987) -80 -345 61 -907 -581 -926 -865 -61 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.7 8.3 79.3 83.7 94.9 93.7 5.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 4 17 19 22 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,220 COMMITMENTS 1,494 2,388 380 16,284 15,401 18,158 18,169 2,062 2,051 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -713) -28 -240 285 -734 -454 -477 -409 -236 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 11.8 1.9 80.5 76.2 89.8 89.9 10.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 15 17 19 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,406 COMMITMENTS 0 3,856 0 14,109 10,237 14,109 14,093 1,297 1,313 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -415) 0 -320 0 -101 131 -101 -189 -314 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.0 0.0 91.6 66.4 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 17 16 17 17 PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,403 COMMITMENTS 3,200 2,264 970 77,273 78,294 81,443 81,528 14,960 14,875 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,663) -2,155 -124 970 -945 -2,948 -2,130 -2,102 -533 -561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.3 1.0 80.2 81.2 84.5 84.6 15.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 21 22 23 26 PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,233 COMMITMENTS 8,205 1,019 1,366 67,538 75,238 77,109 77,623 16,124 15,610 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -3,403) -2,355 -108 960 -1,409 -3,654 -2,804 -2,802 -599 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 1.1 1.5 72.4 80.7 82.7 83.3 17.3 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 4 21 22 27 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,041 COMMITMENTS 80 9,365 200 21,426 12,461 21,706 22,026 6,335 6,015 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,766) -365 -720 0 -1,276 -921 -1,641 -1,641 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 33.4 0.7 76.4 44.4 77.4 78.5 22.6 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 24 12 27 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,061 COMMITMENTS 75 9,365 200 21,426 12,456 21,701 22,021 6,360 6,040 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,761) -360 -720 0 -1,286 -926 -1,646 -1,646 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 33.4 0.7 76.4 44.4 77.3 78.5 22.7 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 24 12 27 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,440 COMMITMENTS 4,785 670 445 23,005 27,165 28,235 28,280 3,205 3,160 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,450) 133 540 -670 -676 -1,098 -1,213 -1,228 -237 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.1 1.4 73.2 86.4 89.8 89.9 10.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 18 9 20 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,623 COMMITMENTS 3,803 670 445 20,326 23,519 24,574 24,634 2,049 1,989 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,470) 112 540 -670 -636 -1,064 -1,194 -1,194 -276 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 2.5 1.7 76.3 88.3 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 19 10 22 12 PJM.METED_month_on_dap - NODAL EXCHANGE Code-064EOW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,465 COMMITMENTS 1,440 200 25 6,270 7,485 7,735 7,710 1,730 1,755 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -835) -115 -150 0 -685 -660 -800 -810 -35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.1 0.3 66.2 79.1 81.7 81.5 18.3 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 13 7 16 11 PJM.METED_month_off_dap - NODAL EXCHANGE Code-064EOX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 9,380 COMMITMENTS 1,440 200 25 6,040 7,450 7,505 7,675 1,875 1,705 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -900) -115 -150 0 -755 -725 -870 -875 -30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 2.1 0.3 64.4 79.4 80.0 81.8 20.0 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 1 13 7 16 11 PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,966 COMMITMENTS 5,990 25 0 37,401 43,806 43,391 43,831 2,575 2,135 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,412) 0 -25 0 -1,151 -1,121 -1,151 -1,146 -261 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 0.1 0.0 81.4 95.3 94.4 95.4 5.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 14 16 16 17 PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,079 COMMITMENTS 7,725 5,475 0 39,896 42,466 47,621 47,941 2,458 2,138 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,075) -410 -225 0 -1,399 -1,579 -1,809 -1,804 -266 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 10.9 0.0 79.7 84.8 95.1 95.7 4.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 14 16 16 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,775 COMMITMENTS 4,440 1,860 1,481 59,025 62,060 64,946 65,401 2,829 2,374 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -3,745) -920 -45 -5 -2,905 -3,800 -3,830 -3,850 85 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.7 2.2 87.1 91.6 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 20 19 27 24 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,445 COMMITMENTS 4,270 1,820 1,596 56,025 58,850 61,891 62,266 2,554 2,179 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -3,790) -795 -445 -5 -3,090 -3,455 -3,890 -3,905 100 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 2.8 2.5 86.9 91.3 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 3 5 20 19 27 24 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,956 COMMITMENTS 0 2,540 25 18,667 16,842 18,692 19,407 3,264 2,549 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -175) 0 25 -25 -507 -562 -532 -562 357 387 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 11.6 0.1 85.0 76.7 85.1 88.4 14.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 11 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,289 COMMITMENTS 0 2,190 145 17,549 16,064 17,694 18,399 2,595 1,890 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 760) 0 40 -40 751 696 711 696 49 64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 10.8 0.7 86.5 79.2 87.2 90.7 12.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,792 COMMITMENTS 11,135 1,225 852 31,495 41,540 43,482 43,617 5,310 5,175 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -4,136) -1,630 205 -229 -1,780 -3,632 -3,639 -3,656 -497 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 2.5 1.7 64.5 85.1 89.1 89.4 10.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 3 24 21 31 25 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,427 COMMITMENTS 11,070 1,410 717 29,650 39,315 41,437 41,442 4,990 4,985 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -4,576) -1,645 70 -94 -2,180 -3,902 -3,919 -3,926 -657 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 3.0 1.5 63.9 84.7 89.3 89.3 10.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 2 3 23 20 30 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,792 COMMITMENTS 10,537 995 1,502 35,804 45,508 47,843 48,005 7,949 7,787 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,223) 462 -340 -72 -1,480 -703 -1,090 -1,115 -133 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 1.8 2.7 64.2 81.6 85.8 86.0 14.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 21 14 27 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,732 COMMITMENTS 7,865 1,215 1,294 32,918 39,748 42,077 42,257 6,655 6,475 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,960) 210 -300 165 -2,226 -1,731 -1,851 -1,866 -109 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.5 2.7 67.5 81.6 86.3 86.7 13.7 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 21 15 27 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 237,782 COMMITMENTS 6,349 28,740 2,258 175,477 153,146 184,084 184,144 53,698 53,638 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -11,971) 1,930 -618 -2,267 -9,714 -7,166 -10,051 -10,051 -1,920 -1,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 12.1 0.9 73.8 64.4 77.4 77.4 22.6 22.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 3 31 34 36 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 224,034 COMMITMENTS 3,594 25,046 4,107 164,547 143,155 172,248 172,308 51,786 51,726 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -11,075) -356 -3,080 -184 -8,008 -5,284 -8,548 -8,548 -2,527 -2,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 11.2 1.8 73.4 63.9 76.9 76.9 23.1 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 3 31 33 36 41 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,714 COMMITMENTS 2,130 0 7,444 25,375 27,505 34,949 34,949 2,765 2,765 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,310) -125 0 -25 -1,005 -1,130 -1,155 -1,155 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.0 19.7 67.3 72.9 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 13 14 16 15 PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,303 COMMITMENTS 0 4,065 926 38,837 34,587 39,763 39,578 8,540 8,725 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -942) 0 -915 -192 -985 -85 -1,177 -1,192 235 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 1.9 80.4 71.6 82.3 81.9 17.7 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 19 21 21 25 PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,067 COMMITMENTS 1,000 2,300 862 36,570 34,820 38,432 37,982 9,635 10,085 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,875) -50 -790 -210 -1,655 -920 -1,915 -1,920 40 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 4.8 1.8 76.1 72.4 80.0 79.0 20.0 21.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 20 23 22 26 PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,185 COMMITMENTS 5,295 4,200 425 33,195 34,590 38,915 39,215 5,270 4,970 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -1,387) -1,075 -100 -150 313 -677 -912 -927 -475 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 9.5 1.0 75.1 78.3 88.1 88.8 11.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 21 20 24 PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,070 COMMITMENTS 6,849 5,725 2,715 31,486 32,190 41,050 40,630 5,020 5,440 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,988) -1,350 -125 -268 -1,095 -2,320 -2,713 -2,713 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 12.4 5.9 68.3 69.9 89.1 88.2 10.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 18 19 20 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 240,357 COMMITMENTS 22,115 4,018 10,429 159,874 177,971 192,418 192,418 47,939 47,939 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -6,335) -164 -1,126 202 -7,624 -6,662 -7,586 -7,586 1,251 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.7 4.3 66.5 74.0 80.1 80.1 19.9 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 7 3 6 32 32 41 39 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,231 COMMITMENTS 31,550 5,118 9,669 116,115 142,727 157,334 157,514 33,897 33,717 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: 1,310) 7,790 -925 -440 -8,931 -216 -1,581 -1,581 2,891 2,891 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 2.7 5.1 60.7 74.6 82.3 82.4 17.7 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 6 3 5 31 31 39 37 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/22 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 80,862 COMMITMENTS 15,855 250 945 49,720 65,325 66,520 66,520 14,342 14,342 CHANGES FROM 05/03/22 (CHANGE IN OPEN INTEREST: -2,617) 185 50 -365 -2,280 -2,145 -2,460 -2,460 -157 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 0.3 1.2 61.5 80.8 82.3 82.3 17.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 2 3 16 11 20 16
Updated May 13, 2022