PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,927 COMMITMENTS 75 2,800 100 25,852 22,987 26,027 25,887 3,900 4,040 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -981) 25 -100 -25 -1,012 -867 -1,012 -992 31 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 9.4 0.3 86.4 76.8 87.0 86.5 13.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 12 15 13 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,760 COMMITMENTS 75 2,800 100 24,446 21,461 24,621 24,361 3,139 3,399 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -907) 25 -100 -25 -985 -840 -985 -965 78 58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 10.1 0.4 88.1 77.3 88.7 87.8 11.3 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 11 15 12 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,680 COMMITMENTS 0 10,500 15 22,190 11,850 22,205 22,365 2,475 2,315 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,195) 0 -900 0 -1,950 -1,060 -1,950 -1,960 -245 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.5 0.1 89.9 48.0 90.0 90.6 10.0 9.4 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 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,315 COMMITMENTS 0 10,025 15 22,820 12,955 22,835 22,995 2,480 2,320 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,025) 0 -550 0 -1,800 -1,260 -1,800 -1,810 -225 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.6 0.1 90.1 51.2 90.2 90.8 9.8 9.2 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 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,610 COMMITMENTS 500 480 300 31,445 31,485 32,245 32,265 4,365 4,345 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -3,000) -225 -150 -150 -2,505 -2,590 -2,880 -2,890 -120 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 1.3 0.8 85.9 86.0 88.1 88.1 11.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 15 12 19 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 725 505 150 29,875 30,135 30,750 30,790 3,680 3,640 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,630) -250 -175 -125 -2,145 -2,210 -2,520 -2,510 -110 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 1.5 0.4 86.8 87.5 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 2 14 12 18 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,145 COMMITMENTS 0 4,895 25 16,195 11,645 16,220 16,565 1,925 1,580 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,740) 0 -550 -25 -960 -320 -985 -895 -755 -845 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 27.0 0.1 89.3 64.2 89.4 91.3 10.6 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 3 1 17 11 18 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,520 COMMITMENTS 0 4,335 25 15,145 11,155 15,170 15,515 2,350 2,005 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,900) 0 -650 -25 -1,145 -405 -1,170 -1,080 -730 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.7 0.1 86.4 63.7 86.6 88.6 13.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 1 17 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,775 COMMITMENTS 500 405 180 17,725 18,585 18,405 19,170 3,370 2,605 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,080) -175 25 80 -1,520 -1,730 -1,615 -1,625 -465 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 1.9 0.8 81.4 85.4 84.5 88.0 15.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 16 12 20 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,785 COMMITMENTS 490 455 100 15,825 16,875 16,415 17,430 3,370 2,355 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,930) -160 25 50 -1,425 -1,630 -1,535 -1,555 -395 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 2.3 0.5 80.0 85.3 83.0 88.1 17.0 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 2 16 10 20 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,085 COMMITMENTS 12,100 350 0 26,775 38,545 38,875 38,895 1,210 1,190 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 3,065) 1,685 -350 0 1,795 3,825 3,480 3,475 -415 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 0.9 0.0 66.8 96.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 0 18 11 23 12 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,970 COMMITMENTS 11,015 350 75 23,250 33,935 34,340 34,360 1,630 1,610 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 3,655) 1,985 -350 0 2,080 4,410 4,065 4,060 -410 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 1.0 0.2 64.6 94.3 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 1 18 11 23 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,115 COMMITMENTS 10,300 2,100 2,375 77,865 86,035 90,540 90,510 7,575 7,605 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,570) 1,105 1,355 -75 755 520 1,785 1,800 -215 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 2.1 2.4 79.4 87.7 92.3 92.2 7.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 3 23 26 29 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,815 COMMITMENTS 9,650 2,100 2,080 69,585 77,105 81,315 81,285 9,500 9,530 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,785) 965 1,380 35 900 500 1,900 1,915 -115 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 2.3 2.3 76.6 84.9 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 20 24 25 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,680 COMMITMENTS 700 1,900 75 14,700 13,680 15,475 15,655 2,205 2,025 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -510) -25 250 0 -360 -635 -385 -385 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 10.7 0.4 83.1 77.4 87.5 88.5 12.5 11.5 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 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,780 COMMITMENTS 1,575 175 0 14,270 15,885 15,845 16,060 935 720 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -880) -200 0 0 -445 -655 -645 -655 -235 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 1.0 0.0 85.0 94.7 94.4 95.7 5.6 4.3 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 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,695 COMMITMENTS 0 2,825 925 38,060 35,235 38,985 38,985 7,710 7,710 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,360) 0 -625 325 -1,095 -470 -770 -770 -590 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.0 2.0 81.5 75.5 83.5 83.5 16.5 16.5 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 02/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,410 COMMITMENTS 475 600 325 20,330 20,325 21,130 21,250 9,280 9,160 CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -1,130) 200 0 100 -1,350 -1,150 -1,050 -1,050 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.0 1.1 66.9 66.8 69.5 69.9 30.5 30.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 1 17 21 19 23
Updated February 9, 2018