PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,986 COMMITMENTS 1,080 4,125 25 27,736 24,761 28,841 28,911 4,145 4,075 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 774) 345 75 -75 344 584 614 584 160 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 12.5 0.1 84.1 75.1 87.4 87.6 12.6 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 14 17 15 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,837 COMMITMENTS 1,080 4,125 25 26,377 23,253 27,482 27,403 3,355 3,434 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 757) 345 75 -75 356 567 626 567 131 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.5 13.4 0.1 85.5 75.4 89.1 88.9 10.9 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 1 13 17 14 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,515 COMMITMENTS 0 11,050 15 23,885 12,995 23,900 24,060 2,615 2,455 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.7 0.1 90.1 49.0 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 6 1 20 13 21 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,675 COMMITMENTS 0 10,525 15 24,180 13,815 24,195 24,355 2,480 2,320 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.5 0.1 90.6 51.8 90.7 91.3 9.3 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 1 20 14 21 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,610 COMMITMENTS 400 480 400 31,850 31,785 32,650 32,665 3,960 3,945 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 255 250 255 250 -255 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 1.3 1.1 87.0 86.8 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 4 15 13 19 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,430 COMMITMENTS 625 505 250 30,530 30,665 31,405 31,420 3,025 3,010 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 505 480 505 480 -505 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 1.5 0.7 88.7 89.1 91.2 91.3 8.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 15 14 19 18 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,210 COMMITMENTS 0 4,895 25 16,295 11,740 16,320 16,660 1,890 1,550 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -40) 0 0 0 0 0 0 0 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 26.9 0.1 89.5 64.5 89.6 91.5 10.4 8.5 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 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,625 COMMITMENTS 0 4,335 25 15,245 11,250 15,270 15,610 2,355 2,015 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 24.6 0.1 86.5 63.8 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 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,075 COMMITMENTS 350 405 280 18,075 18,785 18,705 19,470 3,370 2,605 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 1.8 1.3 81.9 85.1 84.7 88.2 15.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 16 13 20 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,085 COMMITMENTS 340 455 200 16,150 17,050 16,690 17,705 3,395 2,380 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 2.3 1.0 80.4 84.9 83.1 88.2 16.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 16 11 20 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,450 COMMITMENTS 12,135 1,150 790 27,830 38,835 40,755 40,775 1,695 1,675 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 590) 190 800 400 25 -585 615 615 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 2.7 1.9 65.6 91.5 96.0 96.1 4.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 2 18 12 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,300 COMMITMENTS 10,400 1,150 525 24,430 33,700 35,355 35,375 1,945 1,925 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 440) 190 800 250 0 -610 440 440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.9 3.1 1.4 65.5 90.3 94.8 94.8 5.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 2 18 12 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,970 COMMITMENTS 11,925 2,460 2,735 77,795 87,230 92,455 92,425 7,515 7,545 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 915) 150 140 35 715 725 900 900 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 2.5 2.7 77.8 87.3 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 3 23 27 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,060 COMMITMENTS 11,775 2,360 2,090 68,860 78,245 82,725 82,695 9,335 9,365 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 725) 50 40 35 505 515 590 590 135 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 2.6 2.3 74.8 85.0 89.9 89.8 10.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 20 26 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,545 COMMITMENTS 600 3,600 175 17,605 14,785 18,380 18,560 2,165 1,985 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 17.5 0.9 85.7 72.0 89.5 90.3 10.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 16 15 18 18 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| 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 02/20/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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: 21) 1 1 0 15 13 16 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,715 COMMITMENTS 0 1,625 925 38,970 37,345 39,895 39,895 7,820 7,820 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 40) 0 0 0 -10 -10 -10 -10 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 1.9 81.7 78.3 83.6 83.6 16.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 18 23 20 26 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 02/27/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,820 COMMITMENTS 1,675 600 25 20,780 21,975 22,480 22,600 9,340 9,220 CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -40) 0 0 0 60 60 60 60 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.9 0.1 65.3 69.1 70.6 71.0 29.4 29.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 17 22 19 24
Updated March 2, 2018