PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,908 COMMITMENTS 50 2,900 125 26,864 23,854 27,039 26,879 3,869 4,029 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,635) 0 0 0 1,497 1,787 1,497 1,787 138 -152 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 9.4 0.4 86.9 77.2 87.5 87.0 12.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 12 16 13 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,667 COMMITMENTS 50 2,900 125 25,431 22,301 25,606 25,326 3,061 3,341 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 710) 0 0 0 600 770 600 770 110 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 10.1 0.4 88.7 77.8 89.3 88.3 10.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 11 16 12 18 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,875 COMMITMENTS 0 11,400 15 24,140 12,910 24,155 24,325 2,720 2,550 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 500) 0 -75 15 590 665 605 605 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.4 0.1 89.8 48.0 89.9 90.5 10.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 6 1 19 13 20 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,340 COMMITMENTS 0 10,575 15 24,620 14,215 24,635 24,805 2,705 2,535 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 550) 0 -50 15 615 665 630 630 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 38.7 0.1 90.1 52.0 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 1 19 14 20 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,610 COMMITMENTS 725 630 450 33,950 34,075 35,125 35,155 4,485 4,455 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 335) 100 -375 150 -280 195 -30 -30 365 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.6 1.1 85.7 86.0 88.7 88.8 11.3 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 4 15 12 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,060 COMMITMENTS 975 680 275 32,020 32,345 33,270 33,300 3,790 3,760 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 95) 150 -325 125 -280 435 -5 235 100 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 1.8 0.7 86.4 87.3 89.8 89.9 10.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 3 14 12 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,885 COMMITMENTS 0 5,445 50 17,155 11,965 17,205 17,460 2,680 2,425 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 100) 0 130 50 -50 0 0 180 100 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.4 0.3 86.3 60.2 86.5 87.8 13.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 1 17 10 18 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,420 COMMITMENTS 0 4,985 50 16,290 11,560 16,340 16,595 3,080 2,825 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.7 0.3 83.9 59.5 84.1 85.5 15.9 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 10 18 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,855 COMMITMENTS 675 380 100 19,245 20,315 20,020 20,795 3,835 3,060 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 870) 175 -50 50 785 860 1,010 860 -140 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 1.6 0.4 80.7 85.2 83.9 87.2 16.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 13 19 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,715 COMMITMENTS 650 430 50 17,250 18,505 17,950 18,985 3,765 2,730 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 935) 0 0 0 960 960 960 960 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 2.0 0.2 79.4 85.2 82.7 87.4 17.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 11 19 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,020 COMMITMENTS 10,415 700 0 24,980 34,720 35,395 35,420 1,625 1,600 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -120) -500 0 0 455 -45 -45 -45 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 1.9 0.0 67.5 93.8 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 19 12 23 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,315 COMMITMENTS 9,030 700 75 21,170 29,525 30,275 30,300 2,040 2,015 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: -275) -550 0 75 205 -345 -270 -270 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 2.2 0.2 65.5 91.4 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 1 19 12 23 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,545 COMMITMENTS 9,195 745 2,450 77,110 85,515 88,755 88,710 7,790 7,835 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,610) -75 -80 215 2,480 2,485 2,620 2,620 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 0.8 2.5 79.9 88.6 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 22 25 28 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,030 COMMITMENTS 8,685 720 2,045 68,685 76,605 79,415 79,370 9,615 9,660 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 2,695) 50 -105 190 2,570 2,725 2,810 2,810 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 0.8 2.3 77.1 86.0 89.2 89.1 10.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 19 24 24 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,190 COMMITMENTS 725 1,650 75 15,060 14,315 15,860 16,040 2,330 2,150 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 9.1 0.4 82.8 78.7 87.2 88.2 12.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 16 15 18 17 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,660 COMMITMENTS 1,775 175 0 14,715 16,540 16,490 16,715 1,170 945 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 1.0 0.0 83.3 93.7 93.4 94.6 6.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 15 12 16 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,055 COMMITMENTS 0 3,450 600 39,155 35,705 39,755 39,755 8,300 8,300 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 250) 0 0 0 235 235 235 235 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 81.5 74.3 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 18 22 20 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/30/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,540 COMMITMENTS 275 600 225 21,680 21,475 22,180 22,300 9,360 9,240 CHANGES FROM 01/23/18 (CHANGE IN OPEN INTEREST: 1,480) -25 0 0 620 595 595 595 885 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 1.9 0.7 68.7 68.1 70.3 70.7 29.7 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 17 21 19 23
Updated February 2, 2018