ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,444 COMMITMENTS 0 0 0 25,262 25,082 25,262 25,082 4,182 4,362 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -75 -75 -75 -75 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.8 85.2 85.8 85.2 14.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,310 COMMITMENTS 0 0 0 24,055 23,880 24,055 23,880 4,255 4,430 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 180) 0 0 0 0 0 0 0 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.0 84.4 85.0 84.4 15.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 19 13 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,955 COMMITMENTS 50 375 0 10,840 10,515 10,890 10,890 1,065 1,065 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.1 0.0 90.7 88.0 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 16 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,030 COMMITMENTS 0 2,400 175 25,913 23,323 26,088 25,898 3,942 4,132 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 650) 0 0 0 -125 -125 -125 -125 775 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 0.6 86.3 77.7 86.9 86.2 13.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 14 20 15 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,060 COMMITMENTS 0 2,400 175 25,744 23,134 25,919 25,709 3,141 3,351 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 650) 0 0 0 -125 -125 -125 -125 775 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.3 0.6 88.6 79.6 89.2 88.5 10.8 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 12 20 13 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,715 COMMITMENTS 0 11,285 0 25,045 13,950 25,045 25,235 2,670 2,480 CHANGES FROM 12/19/17 (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 40.7 0.0 90.4 50.3 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 0 19 13 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,220 COMMITMENTS 0 10,345 0 25,580 15,425 25,580 25,770 2,640 2,450 CHANGES FROM 12/19/17 (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 36.7 0.0 90.6 54.7 90.6 91.3 9.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 19 14 19 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,955 COMMITMENTS 600 605 425 32,710 32,735 33,735 33,765 4,220 4,190 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 480) 0 0 0 550 550 550 550 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.6 1.1 86.2 86.2 88.9 89.0 11.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 15 14 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,950 COMMITMENTS 850 655 275 30,015 30,240 31,140 31,170 3,810 3,780 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.9 0.8 85.9 86.5 89.1 89.2 10.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 15 13 20 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,165 COMMITMENTS 0 6,070 0 19,780 13,595 19,780 19,665 2,385 2,500 CHANGES FROM 12/19/17 (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 27.4 0.0 89.2 61.3 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,480 COMMITMENTS 130 455 100 18,195 18,890 18,425 19,445 4,055 3,035 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.0 0.4 80.9 84.0 82.0 86.5 18.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 16 13 18 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,985 COMMITMENTS 190 455 90 17,375 17,710 17,655 18,255 3,330 2,730 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.2 0.4 82.8 84.4 84.1 87.0 15.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,760 COMMITMENTS 11,755 825 0 24,770 35,725 36,525 36,550 1,235 1,210 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 300) 150 0 0 150 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 2.2 0.0 65.6 94.6 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 21 11 25 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,520 COMMITMENTS 10,035 825 0 20,625 29,860 30,660 30,685 1,860 1,835 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 300) 150 0 0 150 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 2.5 0.0 63.4 91.8 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 21 11 24 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,205 COMMITMENTS 7,865 560 2,045 82,840 90,100 92,750 92,705 6,455 6,500 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 200) 0 150 0 200 50 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.6 2.1 83.5 90.8 93.5 93.4 6.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 2 22 25 27 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,705 COMMITMENTS 7,325 520 1,775 73,280 80,040 82,380 82,335 5,325 5,370 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 300) 0 150 0 300 150 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.6 2.0 83.6 91.3 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 2 21 22 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,745 COMMITMENTS 750 1,050 0 14,845 14,710 15,595 15,760 2,150 1,985 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.9 0.0 83.7 82.9 87.9 88.8 12.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 15 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,745 COMMITMENTS 1,950 200 0 15,275 17,260 17,225 17,460 1,520 1,285 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 1.1 0.0 81.5 92.1 91.9 93.1 8.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 13 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,350 COMMITMENTS 0 3,425 525 40,515 37,090 41,040 41,040 7,310 7,310 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 0 0 0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 1.1 83.8 76.7 84.9 84.9 15.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 400 600 225 23,230 23,150 23,855 23,975 6,280 6,160 CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -15 -15 -15 -15 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 0.7 77.1 76.8 79.2 79.6 20.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 21 21 23
Updated December 29, 2017