PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE                        Code-006NDF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
100 Class 1 RECs                                     OPEN INTEREST:        7,500
COMMITMENTS
   1,500      900        0    6,000    6,600    7,500    7,500        0        0

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -200)
     200     -200        0     -400        0     -200     -200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     12.0      0.0     80.0     88.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        3        0        6        8        9       11                  
 
 
TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE                       Code-006NFG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        2,406
COMMITMENTS
     338    1,642        0    2,056      752    2,394    2,394       12       12

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        5        0        8        5       11       10                  
 
 
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,023
COMMITMENTS
     745      700        0   79,693   79,650   80,438   80,350    4,585    4,673

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,890)
    -120     -326     -281   -3,450   -3,236   -3,851   -3,843      -39      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9      0.8      0.0     93.7     93.7     94.6     94.5      5.4      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        0       16       16       17       17                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,873
COMMITMENTS
     515        0        0   62,942   63,572   63,457   63,572    5,416    5,301

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,479)
    -105     -533      -50   -3,393   -2,822   -3,548   -3,405       69      -74

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7      0.0      0.0     91.4     92.3     92.1     92.3      7.9      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        0        0       15       16       16       16                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,268
COMMITMENTS
     325      180      120   16,329   15,860   16,774   16,160    3,494    4,108

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,389)
     -75      -50        0   -1,105   -1,105   -1,180   -1,155     -209     -234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      0.9      0.6     80.6     78.3     82.8     79.7     17.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        1       10       14       12       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,814
COMMITMENTS
     460    1,782    1,348   23,992   22,391   25,800   25,521    2,014    2,293

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,489)
    -185     -269      -85   -1,436   -1,506   -1,706   -1,860      217      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7      6.4      4.8     86.3     80.5     92.8     91.8      7.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        3       14       19       17       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,864
COMMITMENTS
     336    4,771       60   18,841   14,326   19,237   19,157    1,627    1,707

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -963)
      30     -404     -231   -1,043     -460   -1,244   -1,095      281      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6     22.9      0.3     90.3     68.7     92.2     91.8      7.8      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        1       13       11       15       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,912
COMMITMENTS
  12,010    1,983        0   70,119   79,943   82,129   81,926   16,783   16,986

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,931)
  -1,200      134     -184   -1,686   -3,018   -3,070   -3,068     -861     -863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      2.0      0.0     70.9     80.8     83.0     82.8     17.0     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        0       19       20       20       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,475
COMMITMENTS
  17,850    1,324      335   61,597   78,455   79,782   80,114   20,693   20,361

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,173)
  -1,335      -85      -20   -2,360   -3,250   -3,715   -3,355     -458     -818

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      1.3      0.3     61.3     78.1     79.4     79.7     20.6     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        1       17       20       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,160
COMMITMENTS
     370    8,775      200   17,785    9,825   18,355   18,800    3,805    3,360

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -986)
     -50     -680        0   -1,546     -391   -1,596   -1,071      610       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     39.6      0.9     80.3     44.3     82.8     84.8     17.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       18       10       20       14                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,160
COMMITMENTS
     370    8,775      200   17,760    9,800   18,330   18,775    3,830    3,385

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -961)
     -50     -655        0   -1,546     -416   -1,596   -1,071      635      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.7     39.6      0.9     80.1     44.2     82.7     84.7     17.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        4        1       18       10       20       14                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,761
COMMITMENTS
   4,138       50      750   20,660   24,748   25,548   25,548    1,213    1,213

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      3,251)
    -708        0      -91    4,184    3,476    3,385    3,385     -134     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5      0.2      2.8     77.2     92.5     95.5     95.5      4.5      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       18       10       20       12                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,216
COMMITMENTS
   3,897        0      800   15,827   19,724   20,524   20,524      692      692

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:      1,252)
    -677        0     -116    2,209    1,532    1,416    1,416     -164     -164

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      0.0      3.8     74.6     93.0     96.7     96.7      3.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        2       19       11       22       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,839
COMMITMENTS
   6,540      125        0   41,800   48,155   48,340   48,280    2,499    2,559

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,475)
  -1,535       30      -30   -2,840   -4,455   -4,405   -4,455      -70      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9      0.2      0.0     82.2     94.7     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        0       13       15       15       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,064
COMMITMENTS
   7,410    6,125        0   44,349   45,374   51,759   51,499    2,305    2,565

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,390)
  -1,460       30      -30   -2,865   -4,585   -4,355   -4,585      -35      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     11.3      0.0     82.0     83.9     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        0       13       13       15       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,315
COMMITMENTS
   9,670    1,280      635   43,570   52,545   53,875   54,460    2,440    1,855

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,178)
    -945     -565        0   -2,948   -3,348   -3,893   -3,913     -285     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      2.3      1.1     77.4     93.3     95.7     96.7      4.3      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       21       15       28       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,065
COMMITMENTS
   8,980    1,940      560   41,845   49,840   51,385   52,340    2,680    1,725

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,152)
    -695   -1,105      -30   -3,192   -2,797   -3,917   -3,932     -235     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      3.6      1.0     77.4     92.2     95.0     96.8      5.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        3       20       16       26       20                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,360
COMMITMENTS
  18,655    1,750    1,225   36,070   53,085   55,950   56,060    5,410    5,300

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -4,225)
    -800      -25      -30   -3,195   -3,990   -4,025   -4,045     -200     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4      2.9      2.0     58.8     86.5     91.2     91.4      8.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        1       23       18       28       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,560
COMMITMENTS
  17,955    1,750    1,225   35,950   52,095   55,130   55,070    5,430    5,490

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,930)
    -590      -25      -30   -3,080   -3,660   -3,700   -3,715     -230     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6      2.9      2.0     59.4     86.0     91.0     90.9      9.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        1        1       22       19       27       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,432
COMMITMENTS
   9,890    2,765    1,371   30,451   37,724   41,712   41,860    4,720    4,572

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -3,474)
    -705      515     -635   -1,934   -3,145   -3,274   -3,265     -200     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3      6.0      3.0     65.6     81.2     89.8     90.2     10.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        2       21       12       27       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,204
COMMITMENTS
   7,540    2,590    1,271   28,330   33,462   37,141   37,323    4,063    3,881

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,898)
    -200      820     -860   -1,561   -2,601   -2,621   -2,641     -277     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      6.3      3.1     68.8     81.2     90.1     90.6      9.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       5        2        2       22       13       28       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      206,063
COMMITMENTS
   2,937   41,986      778  150,505  111,496  154,220  154,260   51,843   51,803

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -9,529)
    -390   -3,985        0   -6,306   -2,721   -6,696   -6,706   -2,833   -2,823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     20.4      0.4     73.0     54.1     74.8     74.9     25.2     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        8        4       31       32       35       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      194,105
COMMITMENTS
   3,597   39,080      813  142,925  107,482  147,335  147,375   46,770   46,730

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -8,778)
    -960   -3,608     -141   -4,708   -2,070   -5,809   -5,819   -2,969   -2,959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     20.1      0.4     73.6     55.4     75.9     75.9     24.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        8        5       31       31       36       40                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,650
COMMITMENTS
   2,325   18,440      600   34,950   18,905   37,875   37,945    1,775    1,705

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:       -640)
    -100       50      -50     -295     -545     -445     -545     -195      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9     46.5      1.5     88.1     47.7     95.5     95.7      4.5      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       12       17       13                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,711
COMMITMENTS
   2,825      300       50   39,164   41,823   42,039   42,173    6,672    6,538

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,216)
     -85     -132     -100   -1,021   -1,151   -1,206   -1,383      -10      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      0.6      0.1     80.4     85.9     86.3     86.6     13.7     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       20       20       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,670
COMMITMENTS
   2,895      300      655   35,760   39,095   39,310   40,050    7,360    6,620

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,435)
     -35      -90      -50   -1,200   -1,315   -1,285   -1,455     -150       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.6      1.4     76.6     83.8     84.2     85.8     15.8     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       19       16       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,238
COMMITMENTS
   2,575    3,975       24   32,045   31,055   34,644   35,054    5,594    5,184

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -2,115)
    -665       -5        0   -1,415   -2,065   -2,080   -2,070      -35      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      9.9      0.1     79.6     77.2     86.1     87.1     13.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        1       18       20       20       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,524
COMMITMENTS
  14,350    5,325        0   25,190   34,219   39,540   39,544    4,984    4,980

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,735)
    -565     -115        0     -835   -1,280   -1,400   -1,395     -335     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.2     12.0      0.0     56.6     76.9     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        0       17       17       19       18                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      258,109
COMMITMENTS
  18,037    2,747    8,203  186,261  201,671  212,501  212,621   45,608   45,488

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -7,876)
    -211     -375     -485   -5,585   -5,281   -6,281   -6,141   -1,595   -1,735

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      1.1      3.2     72.2     78.1     82.3     82.4     17.7     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        4        6       32       31       41       38                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      198,172
COMMITMENTS
  17,495      807   11,266  135,776  152,674  164,537  164,747   33,635   33,425

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -9,618)
     630       75   -1,360   -6,321   -5,771   -7,051   -7,056   -2,567   -2,562

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      0.4      5.7     68.5     77.0     83.0     83.1     17.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        2        3       30       27       37       32                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,975
COMMITMENTS
     495      675      105   23,470   23,230   24,070   24,010    1,905    1,965

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,445)
     -25     -290        0   -1,430   -1,225   -1,455   -1,515       10       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9      2.6      0.4     90.4     89.4     92.7     92.4      7.3      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       12        8       14       11                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/11/22          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,560
COMMITMENTS
      50      935      300   23,575   22,630   23,925   23,865    1,635    1,695

CHANGES FROM 01/04/22 (CHANGE IN OPEN INTEREST:     -1,605)
       0     -385      -25   -1,565   -1,240   -1,590   -1,650      -15       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      3.7      1.2     92.2     88.5     93.6     93.4      6.4      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        1       12        8       14       11                  



Updated January 14, 2022