PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE                        Code-006NDF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 Class 1 RECs                                     OPEN INTEREST:        7,700
COMMITMENTS
   1,300    1,100        0    6,400    6,600    7,700    7,700        0        0

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     14.3      0.0     83.1     85.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        0        6        8        8       12                  
 
 
TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE                       Code-006NFG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        2,406
COMMITMENTS
     338    1,642        0    2,056      752    2,394    2,394       12       12

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0     68.2      0.0     85.5     31.3     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        0        8        5       11       10                  
 
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,913
COMMITMENTS
     865    1,026      281   83,143   82,886   84,289   84,193    4,624    4,720

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:       -505)
       0        0        0     -405     -405     -405     -405     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0      1.2      0.3     93.5     93.2     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       17       19       19       21                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,352
COMMITMENTS
     620      533       50   66,335   66,394   67,005   66,977    5,347    5,375

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:       -430)
       0        0        0     -430     -430     -430     -430        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.7      0.1     91.7     91.8     92.6     92.6      7.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       20       17       22       18                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,657
COMMITMENTS
     400      230      120   17,434   16,965   17,954   17,315    3,703    4,342

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      1.1      0.6     80.5     78.3     82.9     80.0     17.1     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       13       16       15       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,303
COMMITMENTS
     645    2,051    1,433   25,428   23,897   27,506   27,381    1,797    1,922

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        320)
    -175        0      175      320      140      320      315        0        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      7.0      4.9     86.8     81.6     93.9     93.4      6.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        4       17       24       21       29                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,827
COMMITMENTS
     306    5,175      291   19,884   14,786   20,481   20,252    1,346    1,575

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      1,190)
       0        0        0    1,190    1,190    1,190    1,190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     23.7      1.3     91.1     67.7     93.8     92.8      6.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       18       16       21       20                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,816
COMMITMENTS
       0    5,301        0   15,215   10,252   15,215   15,553    2,601    2,263

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.8      0.0     85.4     57.5     85.4     87.3     14.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       18       13       18       14                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,191
COMMITMENTS
     150    5,355       50   18,043   13,074   18,243   18,479    1,948    1,712

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:         90)
       0        0        0       90       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     26.5      0.2     89.4     64.8     90.4     91.5      9.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       12       14       14       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,843
COMMITMENTS
  13,210    1,849      184   71,805   82,961   85,199   84,994   17,644   17,849

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      1,075)
      50        0        0    1,055    1,105    1,105    1,105      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      1.8      0.2     69.8     80.7     82.8     82.6     17.2     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        2       18       21       21       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      104,648
COMMITMENTS
  19,185    1,409      355   63,957   81,705   83,497   83,469   21,151   21,179

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      1,075)
      50        0        0    1,035    1,085    1,085    1,085      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      1.3      0.3     61.1     78.1     79.8     79.8     20.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        2       17       22       21       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,146
COMMITMENTS
     420    9,455      200   19,331   10,216   19,951   19,871    3,195    3,275

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        420)
       0     -200        0      180      520      180      320      240      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     40.8      0.9     83.5     44.1     86.2     85.9     13.8     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       20       10       22       14                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,121
COMMITMENTS
     420    9,430      200   19,306   10,216   19,926   19,846    3,195    3,275

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        420)
       0     -200        0      180      520      180      320      240      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     40.8      0.9     83.5     44.2     86.2     85.8     13.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        1       20       10       22       14                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,510
COMMITMENTS
   4,846       50      841   16,476   21,272   22,163   22,163    1,347    1,347

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6      0.2      3.6     70.1     90.5     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       17       10       19       12                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,964
COMMITMENTS
   4,574        0      916   13,618   18,192   19,108   19,108      856      856

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9      0.0      4.6     68.2     91.1     95.7     95.7      4.3      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       18       11       21       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,314
COMMITMENTS
   8,075       95       30   44,640   52,610   52,745   52,735    2,569    2,579

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        845)
       0        0        0      845      845      845      845        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      0.2      0.1     80.7     95.1     95.4     95.3      4.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       13       17       16       18                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,454
COMMITMENTS
   8,870    6,095       30   47,214   49,959   56,114   56,084    2,340    2,370

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      1,545)
     820        0        0      725    1,525    1,545    1,525        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2     10.4      0.1     80.8     85.5     96.0     95.9      4.0      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       13       15       16       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,493
COMMITMENTS
  10,615    1,845      635   46,518   55,893   57,768   58,373    2,725    2,120

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
     -20        0        0       20        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      3.0      1.0     76.9     92.4     95.5     96.5      4.5      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       21       15       28       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,217
COMMITMENTS
   9,675    3,045      590   45,037   52,637   55,302   56,272    2,915    1,945

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      5.2      1.0     77.4     90.4     95.0     96.7      5.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        3       20       16       26       20                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,585
COMMITMENTS
  19,455    1,775    1,255   39,265   57,075   59,975   60,105    5,610    5,480

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        -75)
       0        0        0     -185     -185     -185     -185      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7      2.7      1.9     59.9     87.0     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        2       24       18       29       21                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,490
COMMITMENTS
  18,545    1,775    1,255   39,030   55,755   58,830   58,785    5,660    5,705

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.8      2.8      1.9     60.5     86.5     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        2       24       19       29       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,906
COMMITMENTS
  10,595    2,250    2,006   32,385   40,869   44,986   45,125    4,920    4,781

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:         50)
       0       50      -50      100       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.2      4.5      4.0     64.9     81.9     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       23       13       28       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,102
COMMITMENTS
   7,740    1,770    2,131   29,891   36,063   39,762   39,964    4,340    4,138

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:       -150)
       0       50      -50     -100     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      4.0      4.8     67.8     81.8     90.2     90.6      9.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        2       23       13       28       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      215,592
COMMITMENTS
   3,327   45,971      778  156,811  114,217  160,916  160,966   54,676   54,626

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        959)
      50     -508       -5       71      629      116      116      843      843

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     21.3      0.4     72.7     53.0     74.6     74.7     25.4     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        8        4       31       35       35       44                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      202,883
COMMITMENTS
   4,557   42,688      954  147,633  109,552  153,144  153,194   49,739   49,689

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        685)
       0     -475       25     -219      256     -194     -194      879      879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     21.0      0.5     72.8     54.0     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        7        5       32       34       37       43                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,290
COMMITMENTS
   2,425   18,390      650   35,245   19,450   38,320   38,490    1,970    1,800

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        600)
       0      600        0      600        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     45.6      1.6     87.5     48.3     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       13       18       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,927
COMMITMENTS
   2,910      432      150   40,185   42,974   43,245   43,556    6,682    6,371

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:        869)
       0        0        0      699      749      699      749      170      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.9      0.3     80.5     86.1     86.6     87.2     13.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       20       22       23       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,105
COMMITMENTS
   2,930      390      705   36,960   40,410   40,595   41,505    7,510    6,600

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      1,537)
       0        0        0    1,457    1,567    1,457    1,567       80      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      0.8      1.5     76.8     84.0     84.4     86.3     15.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       17       21       20       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,353
COMMITMENTS
   3,240    3,980       24   33,460   33,120   36,724   37,124    5,629    5,229

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:       -109)
       0     -275        0      -55      220      -55      -55      -54      -54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      9.4      0.1     79.0     78.2     86.7     87.7     13.3     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       18       21       21       23                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,259
COMMITMENTS
  14,915    5,440        0   26,025   35,499   40,940   40,939    5,319    5,320

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:       -775)
    -820     -275        0       20     -525     -800     -800       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     11.8      0.0     56.3     76.7     88.5     88.5     11.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        0       17       19       19       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      265,984
COMMITMENTS
  18,248    3,122    8,688  191,845  206,951  218,781  218,761   47,203   47,223

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      8,573)
     312      680      -50    6,063    5,675    6,325    6,305    2,248    2,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      1.2      3.3     72.1     77.8     82.3     82.2     17.7     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        4        8       33       32       43       41                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      207,790
COMMITMENTS
  16,865      732   12,626  142,097  158,445  171,588  171,803   36,202   35,987

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:      7,180)
     375       75        0    6,545    6,845    6,920    6,920      260      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      0.4      6.1     68.4     76.3     82.6     82.7     17.4     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        2        6       30       30       39       36                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,420
COMMITMENTS
     520      965      105   24,900   24,455   25,525   25,525    1,895    1,895

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      3.5      0.4     90.8     89.2     93.1     93.1      6.9      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       12        9       14       12                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/04/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,165
COMMITMENTS
      50    1,320      325   25,140   23,870   25,515   25,515    1,650    1,650

CHANGES FROM 12/28/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      4.9      1.2     92.5     87.9     93.9     93.9      6.1      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       13        9       15       12                  



Updated January 07, 2022