TX GREEN-E REC V22 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     2,460:       672      1,788          0      1,788        660      2,460      2,448:         0         12
Old  :     2,460:       672      1,788          0      1,788        660      2,460      2,448:         0         12
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       72.7        0.0       72.7       26.8      100.0       99.5:       0.0        0.5
Old  :     100.0:      27.3       72.7        0.0       72.7       26.8      100.0       99.5:       0.0        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         6          3          0         10          4         16          7:
Old  :        20:         6          3          0         10          4         16          7:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       97.0       78.2       99.5       46.3       86.8       72.6       87.8
Old  :                 47.9       97.0       78.2       99.5       46.3       86.8       72.6       87.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     2,889:       789      1,637          0      2,071      1,227      2,860      2,864:        29         25
Old  :     2,889:       789      1,637          0      2,071      1,227      2,860      2,864:        29         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3       56.7        0.0       71.7       42.5       99.0       99.1:       1.0        0.9
Old  :     100.0:      27.3       56.7        0.0       71.7       42.5       99.0       99.1:       1.0        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         5          4          0          8          5         13          9:
Old  :        20:         5          4          0          8          5         13          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       84.0       91.1       97.4       58.3       84.0       85.9       92.2
Old  :                 63.4       84.0       91.1       97.4       58.3       84.0       85.9       92.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     4,160:       325      1,964          0      3,568      1,933      3,893      3,897:       267        263
Old  :     4,160:       325      1,964          0      3,568      1,933      3,893      3,897:       267        263
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8       47.2        0.0       85.8       46.5       93.6       93.7:       6.4        6.3
Old  :     100.0:       7.8       47.2        0.0       85.8       46.5       93.6       93.7:       6.4        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          7          0          8          7         11         14:
Old  :        23:         3          7          0          8          7         11         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.6       67.7       91.8       86.2       83.4       67.7       90.0       85.0
Old  :                 84.6       67.7       91.8       86.2       83.4       67.7       90.0       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE                                                          Code-006NFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     2,147:       100      1,515          0      2,030        632      2,130      2,147:        17          0
Old  :     2,147:       100      1,515          0      2,030        632      2,130      2,147:        17          0
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       100:         0        125          0        100        -25        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7       70.6        0.0       94.6       29.4       99.2      100.0:       0.8        0.0
Old  :     100.0:       4.7       70.6        0.0       94.6       29.4       99.2      100.0:       0.8        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          6          0          9          3         12          9:
Old  :        20:         3          6          0          9          3         12          9:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 82.1       84.8       93.4       98.8       81.9       84.8       92.0       98.3
Old  :                 82.1       84.8       93.4       98.8       81.9       84.8       92.0       98.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE                                                           Code-006NG3
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 1000 Texas Green-e RECs                                                    :
     :          :                                                                            :
All  :     3,312:       173      1,940          0      2,860      1,110      3,033      3,050:       279        262
Old  :     3,312:       173      1,940          0      2,860      1,110      3,033      3,050:       279        262
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       58.6        0.0       86.4       33.5       91.6       92.1:       8.4        7.9
Old  :     100.0:       5.2       58.6        0.0       86.4       33.5       91.6       92.1:       8.4        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         3          6          0          8          6         11         12:
Old  :        21:         3          6          0          8          6         11         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       66.0       89.3       87.6       77.7       64.2       84.5       83.5
Old  :                 80.3       66.0       89.3       87.6       77.7       64.2       84.5       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE                                                         Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    88,154:       695        700          0     82,853     83,132     83,548     83,832:     4,606      4,322
Old  :    88,154:       695        700          0     82,853     83,132     83,548     83,832:     4,606      4,322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     1,177:         0          0          0        981        981        981        981:       196        196
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.8        0.8        0.0       94.0       94.3       94.8       95.1:       5.2        4.9
Old  :     100.0:       0.8        0.8        0.0       94.0       94.3       94.8       95.1:       5.2        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          1          0         18         16         19         17:
Old  :        23:         1          1          0         18         16         19         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.0       62.8       88.7       85.6       76.0       60.6       81.9       79.9
Old  :                 80.0       62.8       88.7       85.6       76.0       60.6       81.9       79.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE                                                         Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    73,166:       475          0          0     67,303     67,642     67,778     67,642:     5,388      5,524
Old  :    73,166:       475          0          0     67,303     67,642     67,778     67,642:     5,388      5,524
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       952:         0          0          0        742        532        742        532:       210        420
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        0.0        0.0       92.0       92.5       92.6       92.5:       7.4        7.5
Old  :     100.0:       0.6        0.0        0.0       92.0       92.5       92.6       92.5:       7.4        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         1          0          0         17         17         18         17:
Old  :        22:         1          0          0         17         17         18         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.3       62.8       86.4       81.9       73.1       60.2       77.7       76.9
Old  :                 77.3       62.8       86.4       81.9       73.1       60.2       77.7       76.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,760:     1,115        858      1,301     20,896     20,674     23,312     22,833:     2,448      2,927
Old  :    25,760:     1,115        858      1,301     20,896     20,674     23,312     22,833:     2,448      2,927
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       467:         0          0          0        497        497        497        497:       -30        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        3.3        5.1       81.1       80.3       90.5       88.6:       9.5       11.4
Old  :     100.0:       4.3        3.3        5.1       81.1       80.3       90.5       88.6:       9.5       11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         2          2          3         16         21         19         25:
Old  :        27:         2          2          3         16         21         19         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       57.1       72.1       71.4       45.8       52.8       63.2       63.9
Old  :                 51.1       57.1       72.1       71.4       45.8       52.8       63.2       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    18,918:       280      3,568        240     16,118     12,800     16,638     16,608:     2,280      2,310
Old  :    18,918:       280      3,568        240     16,118     12,800     16,638     16,608:     2,280      2,310
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       580:         0          0          0        550        575        550        575:        30          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5       18.9        1.3       85.2       67.7       87.9       87.8:      12.1       12.2
Old  :     100.0:       1.5       18.9        1.3       85.2       67.7       87.9       87.8:      12.1       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          4          1         13         14         15         18:
Old  :        24:         1          4          1         13         14         15         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       54.9       72.4       72.6       43.4       49.4       56.0       58.8
Old  :                 52.0       54.9       72.4       72.6       43.4       49.4       56.0       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                              Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    14,613:         0      4,496          0     12,578      8,162     12,578     12,658:     2,035      1,955
Old  :    14,613:         0      4,496          0     12,578      8,162     12,578     12,658:     2,035      1,955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       30.8        0.0       86.1       55.9       86.1       86.6:      13.9       13.4
Old  :     100.0:       0.0       30.8        0.0       86.1       55.9       86.1       86.6:      13.9       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         0          1          0         16         13         16         14:
Old  :        20:         0          1          0         16         13         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       63.0       77.0       82.6       55.9       55.7       63.8       65.4
Old  :                 62.3       63.0       77.0       82.6       55.9       55.7       63.8       65.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE                                                           Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    96,236:     6,970      2,533          0     73,338     77,622     80,308     80,155:    15,928     16,081
Old  :    96,236:     6,970      2,533          0     73,338     77,622     80,308     80,155:    15,928     16,081
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       673:         0          0          0        640        700        640        700:        33        -27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        2.6        0.0       76.2       80.7       83.4       83.3:      16.6       16.7
Old  :     100.0:       7.2        2.6        0.0       76.2       80.7       83.4       83.3:      16.6       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         2          3          0         21         20         23         23:
Old  :        28:         2          3          0         21         20         23         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.2       53.2       72.0       69.8       52.5       52.5       65.7       63.6
Old  :                 56.2       53.2       72.0       69.8       52.5       52.5       65.7       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE                                                          Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    93,867:    13,000      1,267        405     63,339     75,400     76,744     77,072:    17,123     16,795
Old  :    93,867:    13,000      1,267        405     63,339     75,400     76,744     77,072:    17,123     16,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       923:         0       -600        300        605      1,265        905        965:        18        -42
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8        1.3        0.4       67.5       80.3       81.8       82.1:      18.2       17.9
Old  :     100.0:      13.8        1.3        0.4       67.5       80.3       81.8       82.1:      18.2       17.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          3          2         21         20         26         23:
Old  :        29:         3          3          2         21         20         26         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       51.7       67.1       69.3       43.3       51.0       61.7       63.5
Old  :                 47.1       51.7       67.1       69.3       43.3       51.0       61.7       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,353:       500     10,180        200     20,458     11,233     21,158     21,613:     4,195      3,740
Old  :    25,353:       500     10,180        200     20,458     11,233     21,158     21,613:     4,195      3,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       -30:        60          0          0        -75        -55        -15        -55:       -15         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       40.2        0.8       80.7       44.3       83.5       85.2:      16.5       14.8
Old  :     100.0:       2.0       40.2        0.8       80.7       44.3       83.5       85.2:      16.5       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          3          1         22         12         26         15:
Old  :        29:         3          3          1         22         12         26         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       69.4       59.0       80.4       43.5       65.6       55.6       72.1
Old  :                 46.3       69.4       59.0       80.4       43.5       65.6       55.6       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,363:       485     10,180        200     20,458     11,218     21,143     21,598:     4,220      3,765
Old  :    25,363:       485     10,180        200     20,458     11,218     21,143     21,598:     4,220      3,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       -30:        60          0          0        -75        -55        -15        -55:       -15         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       40.1        0.8       80.7       44.2       83.4       85.2:      16.6       14.8
Old  :     100.0:       1.9       40.1        0.8       80.7       44.2       83.4       85.2:      16.6       14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         3          3          1         22         12         26         15:
Old  :        29:         3          3          1         22         12         26         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       69.4       58.8       80.3       43.4       65.6       55.4       72.1
Old  :                 46.2       69.4       58.8       80.3       43.4       65.6       55.4       72.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                  Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    32,397:     5,209          0      1,375     22,061     27,480     28,645     28,855:     3,752      3,542
Old  :    32,397:     5,209          0      1,375     22,061     27,480     28,645     28,855:     3,752      3,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       290:      -960          0        960        210       -695        210        265:        80         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1        0.0        4.2       68.1       84.8       88.4       89.1:      11.6       10.9
Old  :     100.0:      16.1        0.0        4.2       68.1       84.8       88.4       89.1:      11.6       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          0          2         19         10         21         12:
Old  :        22:         2          0          2         19         10         21         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       78.1       74.0       86.7       38.8       55.3       47.4       56.7
Old  :                 62.3       78.1       74.0       86.7       38.8       55.3       47.4       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                                                                 Code-064EJJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    27,394:     4,267          0      1,375     18,934     23,411     24,576     24,786:     2,818      2,608
Old  :    27,394:     4,267          0      1,375     18,934     23,411     24,576     24,786:     2,818      2,608
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       335:      -960          0        960        110       -795        110        165:       225        170
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6        0.0        5.0       69.1       85.5       89.7       90.5:      10.3        9.5
Old  :     100.0:      15.6        0.0        5.0       69.1       85.5       89.7       90.5:      10.3        9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         3          0          2         19         11         22         13:
Old  :        23:         3          0          2         19         11         22         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       77.2       73.9       87.3       30.6       52.8       41.4       53.6
Old  :                 61.0       77.2       73.9       87.3       30.6       52.8       41.4       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_on_dap - NODAL EXCHANGE                                                                 Code-064EOW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    10,375:     1,470        475          0      6,870      8,000      8,340      8,475:     2,035      1,900
Old  :    10,375:     1,470        475          0      6,870      8,000      8,340      8,475:     2,035      1,900
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :        90:         0          0          0        -30         90        -30         90:       120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        4.6        0.0       66.2       77.1       80.4       81.7:      19.6       18.3
Old  :     100.0:      14.2        4.6        0.0       66.2       77.1       80.4       81.7:      19.6       18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          4          0         13          8         15         12:
Old  :        21:         2          4          0         13          8         15         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       67.4       66.0       79.9       40.9       49.2       54.8       58.5
Old  :                 44.3       67.4       66.0       79.9       40.9       49.2       54.8       58.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.METED_month_off_dap - NODAL EXCHANGE                                                                Code-064EOX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    10,355:     1,470        475          0      6,995      8,050      8,465      8,525:     1,890      1,830
Old  :    10,355:     1,470        475          0      6,995      8,050      8,465      8,525:     1,890      1,830
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       115:         0          0          0         -5        115         -5        115:       120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2        4.6        0.0       67.6       77.7       81.7       82.3:      18.3       17.7
Old  :     100.0:      14.2        4.6        0.0       67.6       77.7       81.7       82.3:      18.3       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          4          0         14          8         16         12:
Old  :        22:         2          4          0         14          8         16         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.9       67.5       66.6       80.1       40.0       47.0       54.0       57.2
Old  :                 44.9       67.5       66.6       80.1       40.0       47.0       54.0       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE                                                           Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    46,963:     5,910         75          0     38,061     44,391     43,971     44,466:     2,992      2,497
Old  :    46,963:     5,910         75          0     38,061     44,391     43,971     44,466:     2,992      2,497
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :        55:       350          0          0       -395        -45        -45        -45:       100        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6        0.2        0.0       81.0       94.5       93.6       94.7:       6.4        5.3
Old  :     100.0:      12.6        0.2        0.0       81.0       94.5       93.6       94.7:       6.4        5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         2          1          0         15         16         17         17:
Old  :        24:         2          1          0         15         16         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       83.0       90.9       91.0       70.9       83.0       90.3       90.1
Old  :                 70.9       83.0       90.9       91.0       70.9       83.0       90.3       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE                                                          Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    51,559:     7,875      6,675          0     40,849     42,374     48,724     49,049:     2,835      2,510
Old  :    51,559:     7,875      6,675          0     40,849     42,374     48,724     49,049:     2,835      2,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       905:     1,300        600          0       -495        205        805        805:       100        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       12.9        0.0       79.2       82.2       94.5       95.1:       5.5        4.9
Old  :     100.0:      15.3       12.9        0.0       79.2       82.2       94.5       95.1:       5.5        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          2          0         15         15         17         17:
Old  :        25:         2          2          0         15         15         17         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.1       79.7       91.6       89.7       77.1       79.7       91.0       89.0
Old  :                 77.1       79.7       91.6       89.7       77.1       79.7       91.0       89.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    69,390:     6,110      1,005      1,681     58,920     64,360     66,711     67,046:     2,679      2,344
Old  :    69,390:     6,110      1,005      1,681     58,920     64,360     66,711     67,046:     2,679      2,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     3,055:         0         75        -10      3,345      3,090      3,335      3,155:      -280       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        1.4        2.4       84.9       92.8       96.1       96.6:       3.9        3.4
Old  :     100.0:       8.8        1.4        2.4       84.9       92.8       96.1       96.6:       3.9        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          2          4         20         17         26         21:
Old  :        30:         4          2          4         20         17         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       79.0       79.8       86.8       56.6       67.0       65.4       71.2
Old  :                 68.8       79.0       79.8       86.8       56.6       67.0       65.4       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    67,450:     5,710      1,365      1,806     57,455     62,085     64,971     65,256:     2,479      2,194
Old  :    67,450:     5,710      1,365      1,806     57,455     62,085     64,971     65,256:     2,479      2,194
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     3,065:         0         75        -10      3,355      3,100      3,345      3,165:      -280       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.5        2.0        2.7       85.2       92.0       96.3       96.7:       3.7        3.3
Old  :     100.0:       8.5        2.0        2.7       85.2       92.0       96.3       96.7:       3.7        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4          2          4         20         17         26         21:
Old  :        30:         4          2          4         20         17         26         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.2       77.9       80.5       85.7       57.6       65.8       65.6       70.0
Old  :                 70.2       77.9       80.5       85.7       57.6       65.8       65.6       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,907:    13,335      1,050      1,025     33,885     46,377     48,245     48,452:     4,662      4,455
Old  :    52,907:    13,335      1,050      1,025     33,885     46,377     48,245     48,452:     4,662      4,455
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :    -1,088:    -1,800          0          0        705     -1,088     -1,095     -1,088:         7          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        2.0        1.9       64.0       87.7       91.2       91.6:       8.8        8.4
Old  :     100.0:      25.2        2.0        1.9       64.0       87.7       91.2       91.6:       8.8        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          1          1         23         21         27         23:
Old  :        34:         4          1          1         23         21         27         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       49.8       66.5       73.5       39.7       46.6       56.0       60.8
Old  :                 47.4       49.8       66.5       73.5       39.7       46.6       56.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    51,602:    13,025      1,270        855     32,900     44,712     46,780     46,837:     4,822      4,765
Old  :    51,602:    13,025      1,270        855     32,900     44,712     46,780     46,837:     4,822      4,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :    -1,038:    -1,800          0          0        695     -1,098     -1,105     -1,098:        67         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        2.5        1.7       63.8       86.6       90.7       90.8:       9.3        9.2
Old  :     100.0:      25.2        2.5        1.7       63.8       86.6       90.7       90.8:       9.3        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         3          2          1         22         20         26         22:
Old  :        34:         3          2          1         22         20         26         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       46.0       67.3       69.2       38.9       40.9       55.2       55.6
Old  :                 47.4       46.0       67.3       69.2       38.9       40.9       55.2       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    56,690:    12,970      1,810      1,004     34,571     45,913     48,545     48,727:     8,145      7,963
Old  :    56,690:    12,970      1,810      1,004     34,571     45,913     48,545     48,727:     8,145      7,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     2,215:        30       -360        360      1,180      1,570      1,570      1,570:       645        645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9        3.2        1.8       61.0       81.0       85.6       86.0:      14.4       14.0
Old  :     100.0:      22.9        3.2        1.8       61.0       81.0       85.6       86.0:      14.4       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          2         24         15         30         18:
Old  :        33:         5          2          2         24         15         30         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       72.9       59.8       80.7       42.2       68.5       58.9       74.7
Old  :                 42.5       72.9       59.8       80.7       42.2       68.5       58.9       74.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    51,392:     9,805      1,810        879     33,551     41,756     44,235     44,445:     7,157      6,947
Old  :    51,392:     9,805      1,810        879     33,551     41,756     44,235     44,445:     7,157      6,947
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     2,635:        20       -360        410      1,465      1,845      1,895      1,895:       740        740
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1        3.5        1.7       65.3       81.3       86.1       86.5:      13.9       13.5
Old  :     100.0:      19.1        3.5        1.7       65.3       81.3       86.1       86.5:      13.9       13.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         5          2          3         24         15         30         19:
Old  :        33:         5          2          3         24         15         30         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       71.8       60.1       80.8       40.8       66.7       58.4       73.8
Old  :                 40.9       71.8       60.1       80.8       40.8       66.7       58.4       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   249,803:     3,525     29,388      5,540    179,198    153,335    188,263    188,263:    61,540     61,540
Old  :   249,803:     3,525     29,388      5,540    179,198    153,335    188,263    188,263:    61,540     61,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     2,762:        75     -1,801      1,249     -1,296        394         28       -158:     2,734      2,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       11.8        2.2       71.7       61.4       75.4       75.4:      24.6       24.6
Old  :     100.0:       1.4       11.8        2.2       71.7       61.4       75.4       75.4:      24.6       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          9          4         32         34         37         43:
Old  :        46:         1          9          4         32         34         37         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       33.9       56.7       49.0       28.5       25.5       40.9       36.2
Old  :                 42.5       33.9       56.7       49.0       28.5       25.5       40.9       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   234,700:     3,885     27,438      4,611    168,719    145,166    177,215    177,215:    57,485     57,485
Old  :   234,700:     3,885     27,438      4,611    168,719    145,166    177,215    177,215:    57,485     57,485
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     5,522:        75       -852        517      2,084      2,913      2,676      2,578:     2,846      2,944
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       11.7        2.0       71.9       61.9       75.5       75.5:      24.5       24.5
Old  :     100.0:       1.7       11.7        2.0       71.9       61.9       75.5       75.5:      24.5       24.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          9          4         32         34         37         43:
Old  :        46:         1          9          4         32         34         37         43:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       34.5       53.6       50.0       24.1       25.6       36.9       35.0
Old  :                 39.2       34.5       53.6       50.0       24.1       25.6       36.9       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                                                          Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    39,094:     2,700      2,200      5,194     28,575     29,075     36,469     36,469:     2,625      2,625
Old  :    39,094:     2,700      2,200      5,194     28,575     29,075     36,469     36,469:     2,625      2,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       775:         0          0          0        775        775        775        775:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        5.6       13.3       73.1       74.4       93.3       93.3:       6.7        6.7
Old  :     100.0:       6.9        5.6       13.3       73.1       74.4       93.3       93.3:       6.7        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          1          1         14         14         17         15:
Old  :        22:         2          1          1         14         14         17         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       67.0       81.0       89.9       46.3       55.1       62.8       64.9
Old  :                 56.5       67.0       81.0       89.9       46.3       55.1       62.8       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE                                                           Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    50,526:         0      4,635      1,310     40,471     36,291     41,781     42,236:     8,745      8,290
Old  :    50,526:         0      4,635      1,310     40,471     36,291     41,781     42,236:     8,745      8,290
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :      -100:         0          0          0       -100       -100       -100       -100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        9.2        2.6       80.1       71.8       82.7       83.6:      17.3       16.4
Old  :     100.0:       0.0        9.2        2.6       80.1       71.8       82.7       83.6:      17.3       16.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         0          3          2         19         21         21         24:
Old  :        25:         0          3          2         19         21         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.9       41.3       63.2       63.2       31.1       31.2       40.0       41.2
Old  :                 43.9       41.3       63.2       63.2       31.1       31.2       40.0       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE                                                          Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    48,949:       825      3,225      1,399     37,235     35,535     39,459     40,159:     9,490      8,790
Old  :    48,949:       825      3,225      1,399     37,235     35,535     39,459     40,159:     9,490      8,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       -25:         0          0          0        -25        -25        -25        -25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        6.6        2.9       76.1       72.6       80.6       82.0:      19.4       18.0
Old  :     100.0:       1.7        6.6        2.9       76.1       72.6       80.6       82.0:      19.4       18.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          2         16         21         18         24:
Old  :        24:         1          2          2         16         21         18         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       41.5       69.2       60.9       39.5       30.5       45.5       44.2
Old  :                 53.3       41.5       69.2       60.9       39.5       30.5       45.5       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE                                                           Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    44,122:     7,700      3,050        375     30,182     35,162     38,257     38,587:     5,865      5,535
Old  :    44,122:     7,700      3,050        375     30,182     35,162     38,257     38,587:     5,865      5,535
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :         0:      -350          0          0        250       -100       -100       -100:       100        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5        6.9        0.8       68.4       79.7       86.7       87.5:      13.3       12.5
Old  :     100.0:      17.5        6.9        0.8       68.4       79.7       86.7       87.5:      13.3       12.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         2          1          2         18         21         21         23:
Old  :        25:         2          1          2         18         21         21         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       42.7       71.3       63.7       35.9       35.2       45.7       47.3
Old  :                 53.1       42.7       71.3       63.7       35.9       35.2       45.7       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE                                                          Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    45,467:    11,260      3,925      1,227     27,420     34,294     39,907     39,446:     5,560      6,021
Old  :    45,467:    11,260      3,925      1,227     27,420     34,294     39,907     39,446:     5,560      6,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :       616:    -1,300          0        851        965       -335        516        516:       100        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        8.6        2.7       60.3       75.4       87.8       86.8:      12.2       13.2
Old  :     100.0:      24.8        8.6        2.7       60.3       75.4       87.8       86.8:      12.2       13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         17         18         19         20:
Old  :        23:         2          1          1         17         18         19         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.4       51.9       73.8       71.8       37.3       44.9       43.3       47.7
Old  :                 58.4       51.9       73.8       71.8       37.3       44.9       43.3       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   256,293:    20,930     10,605      6,321    180,902    191,227    208,153    208,153:    48,140     48,140
Old  :   256,293:    20,930     10,605      6,321    180,902    191,227    208,153    208,153:    48,140     48,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     1,758:       960       -280         25       -225      1,015        760        760:       998        998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.2        4.1        2.5       70.6       74.6       81.2       81.2:      18.8       18.8
Old  :     100.0:       8.2        4.1        2.5       70.6       74.6       81.2       81.2:      18.8       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         5          6          7         33         32         43         40:
Old  :        46:         5          6          7         33         32         43         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       42.7       56.6       60.4       35.6       39.2       43.9       45.1
Old  :                 44.1       42.7       56.6       60.4       35.6       39.2       43.9       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2022                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   200,128:    24,480      9,030      7,313    136,858    152,308    168,651    168,651:    31,477     31,477
Old  :   200,128:    24,480      9,030      7,313    136,858    152,308    168,651    168,651:    31,477     31,477
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 22, 2022                       :
     :     1,475:       560       -700      1,300      1,375      2,335      3,235      2,935:    -1,760     -1,460
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.2        4.5        3.7       68.4       76.1       84.3       84.3:      15.7       15.7
Old  :     100.0:      12.2        4.5        3.7       68.4       76.1       84.3       84.3:      15.7       15.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         6          4          3         32         30         39         36:
Old  :        43:         6          4          3         32         30         39         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       45.6       55.5       67.8       35.4       38.4       44.9       50.2
Old  :                 39.4       45.6       55.5       67.8       35.4       38.4       44.9       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated April 01, 2022