PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,273 COMMITMENTS 50 2,900 125 25,367 22,067 25,542 25,092 3,731 4,181 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 900) 0 300 0 900 600 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.9 0.4 86.7 75.4 87.3 85.7 12.7 14.3 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 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,957 COMMITMENTS 50 2,900 125 24,831 21,531 25,006 24,556 2,951 3,401 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.4 0.4 88.8 77.0 89.4 87.8 10.6 12.2 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 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,400 COMMITMENTS 0 11,175 0 23,570 12,565 23,570 23,740 2,830 2,660 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 175) 0 75 0 100 25 100 100 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.3 0.0 89.3 47.6 89.3 89.9 10.7 10.1 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 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,815 COMMITMENTS 0 10,325 0 24,030 13,875 24,030 24,200 2,785 2,615 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 175) 0 75 0 125 50 125 125 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.5 0.0 89.6 51.7 89.6 90.2 10.4 9.8 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 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,750 COMMITMENTS 625 980 300 32,705 32,380 33,630 33,660 4,120 4,090 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 765) 0 50 0 780 730 780 780 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.6 0.8 86.6 85.8 89.1 89.2 10.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 3 14 12 17 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,265 COMMITMENTS 825 980 150 30,600 30,235 31,575 31,365 3,690 3,900 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 935) 0 50 0 925 875 925 925 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 2.8 0.4 86.8 85.7 89.5 88.9 10.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 14 11 17 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,785 COMMITMENTS 0 5,315 0 17,205 11,965 17,205 17,280 2,580 2,505 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.9 0.0 87.0 60.5 87.0 87.3 13.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 10 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,640 COMMITMENTS 50 430 50 18,230 18,745 18,330 19,225 3,310 2,415 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,440 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 2.0 0.2 84.2 86.6 84.7 88.8 15.3 11.2 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 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,250 COMMITMENTS 200 430 50 16,835 17,640 17,085 18,120 3,165 2,130 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,200 1,440 1,200 1,440 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.1 0.2 83.1 87.1 84.4 89.5 15.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 14 11 16 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,590 COMMITMENTS 10,985 700 0 24,405 34,715 35,390 35,415 1,200 1,175 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,675) -150 0 0 1,825 1,675 1,675 1,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 1.9 0.0 66.7 94.9 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 18 12 22 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,065 COMMITMENTS 9,680 700 0 20,655 29,660 30,335 30,360 1,730 1,705 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,675) -150 0 0 1,825 1,675 1,675 1,675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 2.2 0.0 64.4 92.5 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 18 12 22 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,270 COMMITMENTS 7,725 325 2,125 75,820 83,175 85,670 85,625 6,600 6,645 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,075) 300 25 -70 515 790 745 745 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 0.4 2.3 82.2 90.1 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 3 22 23 28 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,160 COMMITMENTS 7,060 325 1,850 65,615 72,305 74,525 74,480 8,635 8,680 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 2,715) 300 25 -50 -160 115 90 90 2,625 2,625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 0.4 2.2 78.9 86.9 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 1 3 20 21 25 24 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,115 COMMITMENTS 725 1,650 0 15,060 14,315 15,785 15,965 2,330 2,150 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 480) 0 0 0 180 180 180 180 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 9.1 0.0 83.1 79.0 87.1 88.1 12.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 15 17 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,655 COMMITMENTS 0 3,450 500 38,895 35,445 39,395 39,395 8,260 8,260 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -95) 0 0 0 -535 -535 -535 -535 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.0 81.6 74.4 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 21 19 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/16/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,060 COMMITMENTS 300 600 225 21,060 20,880 21,585 21,705 8,475 8,355 CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,300) 0 0 0 -1,040 -1,040 -1,040 -1,040 2,340 2,340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.0 0.7 70.1 69.5 71.8 72.2 28.2 27.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 17 20 19 22
Updated January 19, 2018