PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,373 COMMITMENTS 50 2,600 125 24,467 21,467 24,642 24,192 3,731 4,181 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,957) 50 -100 -50 -1,746 -1,856 -1,746 -2,006 -211 49 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.2 0.4 86.2 75.7 86.9 85.3 13.1 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 13 15 14 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,657 COMMITMENTS 50 2,600 125 24,531 21,531 24,706 24,256 2,951 3,401 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,703) 50 -100 -50 -1,513 -1,603 -1,513 -1,753 -190 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.4 0.5 88.7 77.9 89.3 87.7 10.7 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 11 16 12 18 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,225 COMMITMENTS 0 11,100 0 23,470 12,540 23,470 23,640 2,755 2,585 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,640) 0 -185 0 -1,575 -1,410 -1,575 -1,595 -65 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.3 0.0 89.5 47.8 89.5 90.1 10.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 6 0 19 14 19 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,640 COMMITMENTS 0 10,250 0 23,905 13,825 23,905 24,075 2,735 2,565 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,730) 0 -95 0 -1,675 -1,600 -1,675 -1,695 -55 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.5 0.0 89.7 51.9 89.7 90.4 10.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 0 19 15 19 20 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,985 COMMITMENTS 625 930 300 31,925 31,650 32,850 32,880 4,135 4,105 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,760) 75 -25 -175 -2,495 -2,395 -2,595 -2,595 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.5 0.8 86.3 85.6 88.8 88.9 11.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 13 11 16 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,330 COMMITMENTS 825 930 150 29,675 29,360 30,650 30,440 3,680 3,890 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,310) 75 -25 -175 -2,120 -2,260 -2,220 -2,460 -90 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 2.7 0.4 86.4 85.5 89.3 88.7 10.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 13 10 16 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,200 COMMITMENTS 50 430 50 16,790 17,305 16,890 17,785 3,310 2,415 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,180) -100 -25 -50 -1,525 -1,485 -1,675 -1,560 -505 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.1 0.2 83.1 85.7 83.6 88.0 16.4 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 13 16 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,810 COMMITMENTS 200 430 50 15,635 16,200 15,885 16,680 2,925 2,130 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -2,075) 40 -25 -40 -1,670 -1,410 -1,670 -1,475 -405 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 2.3 0.3 83.1 86.1 84.4 88.7 15.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 1 13 11 15 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,915 COMMITMENTS 11,135 700 0 22,580 33,040 33,715 33,740 1,200 1,175 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,620) -1,345 -125 0 -2,240 -3,460 -3,585 -3,585 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 2.0 0.0 64.7 94.6 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 0 18 11 22 12 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,390 COMMITMENTS 9,830 700 0 18,830 27,985 28,660 28,685 1,730 1,705 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -3,005) -930 -125 0 -1,945 -2,750 -2,875 -2,875 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.3 2.3 0.0 62.0 92.1 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 0 18 11 22 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,195 COMMITMENTS 7,425 300 2,195 75,305 82,385 84,925 84,880 6,270 6,315 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -6,160) -215 -330 150 -5,720 -5,605 -5,785 -5,785 -375 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 0.3 2.4 82.6 90.3 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 3 21 23 27 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 80,445 COMMITMENTS 6,760 300 1,900 65,775 72,190 74,435 74,390 6,010 6,055 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -5,735) -340 -240 125 -5,400 -5,500 -5,615 -5,615 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.4 2.4 81.8 89.7 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 19 21 24 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,635 COMMITMENTS 725 1,650 0 14,880 14,135 15,605 15,785 2,030 1,850 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -610) -25 600 0 -465 -1,075 -490 -475 -120 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 9.4 0.0 84.4 80.2 88.5 89.5 11.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 14 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,750 COMMITMENTS 0 3,450 500 39,430 35,980 39,930 39,930 7,820 7,820 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,050) 0 25 -25 -945 -970 -970 -970 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.0 82.6 75.4 83.6 83.6 16.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 20 19 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/09/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,760 COMMITMENTS 300 600 225 22,100 21,920 22,625 22,745 6,135 6,015 CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,375) -100 0 0 -1,130 -1,230 -1,230 -1,230 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.1 0.8 76.8 76.2 78.7 79.1 21.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 17 20 19 22
Updated January 12, 2018