ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,444 COMMITMENTS 0 0 0 25,262 25,082 25,262 25,082 4,182 4,362 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.8 85.2 85.8 85.2 14.2 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,310 COMMITMENTS 0 0 0 24,055 23,880 24,055 23,880 4,255 4,430 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.0 84.4 85.0 84.4 15.0 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 19 13 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,955 COMMITMENTS 50 375 0 10,840 10,515 10,890 10,890 1,065 1,065 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.1 0.0 90.7 88.0 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 16 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,330 COMMITMENTS 0 2,700 175 26,213 23,323 26,388 26,198 3,942 4,132 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 0.6 86.4 76.9 87.0 86.4 13.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 14 20 15 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,360 COMMITMENTS 0 2,700 175 26,044 23,134 26,219 26,009 3,141 3,351 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.6 88.7 78.8 89.3 88.6 10.7 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 12 20 13 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,865 COMMITMENTS 0 11,285 0 25,045 13,950 25,045 25,235 2,820 2,630 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 150) 0 0 0 0 0 0 0 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.5 0.0 89.9 50.1 89.9 90.6 10.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 0 19 14 19 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,370 COMMITMENTS 0 10,345 0 25,580 15,425 25,580 25,770 2,790 2,600 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 150) 0 0 0 0 0 0 0 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.5 0.0 90.2 54.4 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 19 15 19 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,745 COMMITMENTS 550 955 475 34,420 34,045 35,445 35,475 4,300 4,270 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,790) -50 350 50 1,710 1,310 1,710 1,710 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.4 1.2 86.6 85.7 89.2 89.3 10.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 4 15 14 19 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,640 COMMITMENTS 750 955 325 31,795 31,620 32,870 32,900 3,770 3,740 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 1,690) -100 300 50 1,780 1,380 1,730 1,730 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.6 0.9 86.8 86.3 89.7 89.8 10.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 3 15 13 19 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,165 COMMITMENTS 0 6,070 0 19,780 13,595 19,780 19,665 2,385 2,500 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.4 0.0 89.2 61.3 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,380 COMMITMENTS 150 455 100 18,315 18,790 18,565 19,345 3,815 3,035 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -100) 20 0 0 120 -100 140 -100 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 2.0 0.4 81.8 84.0 83.0 86.4 17.0 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 2 16 13 19 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,885 COMMITMENTS 160 455 90 17,305 17,610 17,555 18,155 3,330 2,730 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -100) -30 0 0 -70 -100 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 2.2 0.4 82.9 84.3 84.1 86.9 15.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,535 COMMITMENTS 12,480 825 0 24,820 36,500 37,300 37,325 1,235 1,210 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 775) 725 0 0 50 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.4 2.1 0.0 64.4 94.7 96.8 96.9 3.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 20 11 24 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,395 COMMITMENTS 10,760 825 0 20,775 30,735 31,535 31,560 1,860 1,835 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 875) 725 0 0 150 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 2.5 0.0 62.2 92.0 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 21 11 25 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,355 COMMITMENTS 7,640 630 2,045 81,025 87,990 90,710 90,665 6,645 6,690 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,850) -225 70 0 -1,815 -2,110 -2,040 -2,040 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.6 2.1 83.2 90.4 93.2 93.1 6.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 2 22 25 27 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,180 COMMITMENTS 7,100 540 1,775 71,175 77,690 80,050 80,005 6,130 6,175 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,525) -225 20 0 -2,105 -2,350 -2,330 -2,330 805 805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 0.6 2.1 82.6 90.1 92.9 92.8 7.1 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 2 21 22 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,245 COMMITMENTS 750 1,050 0 15,345 15,210 16,095 16,260 2,150 1,985 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 5.8 0.0 84.1 83.4 88.2 89.1 11.8 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 18 15 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,745 COMMITMENTS 1,950 200 0 15,275 17,260 17,225 17,460 1,520 1,285 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 1.1 0.0 81.5 92.1 91.9 93.1 8.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 13 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,800 COMMITMENTS 0 3,425 525 40,375 36,950 40,900 40,900 7,900 7,900 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 450) 0 0 0 -140 -140 -140 -140 590 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 1.1 82.7 75.7 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 400 600 225 23,230 23,150 23,855 23,975 6,280 6,160 CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 0.7 77.1 76.8 79.2 79.6 20.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 21 21 23
Updated January 5, 2018