PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,375 COMMITMENTS 0 11,475 0 23,550 12,245 23,550 23,720 2,825 2,655 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -25) 0 300 0 -20 -320 -20 -20 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 43.5 0.0 89.3 46.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,790 COMMITMENTS 0 10,625 0 24,005 13,550 24,005 24,175 2,785 2,615 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -25) 0 300 0 -25 -325 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.7 0.0 89.6 50.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,275 COMMITMENTS 625 1,005 300 34,230 33,880 35,155 35,185 4,120 4,090 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,525) 0 25 0 1,525 1,500 1,525 1,525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.6 0.8 87.2 86.3 89.5 89.6 10.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 14 12 17 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,965 COMMITMENTS 825 1,005 150 32,300 31,910 33,275 33,065 3,690 3,900 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,700) 0 25 0 1,700 1,675 1,700 1,700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.7 0.4 87.4 86.3 90.0 89.4 10.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 14 10 17 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| 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 01/16/18 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,985 COMMITMENTS 500 430 50 18,460 19,455 19,010 19,935 3,975 3,050 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,345) 450 0 0 230 710 680 710 665 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.9 0.2 80.3 84.6 82.7 86.7 17.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 12 17 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,780 COMMITMENTS 650 430 50 16,290 17,545 16,990 18,025 3,790 2,755 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 530) 450 0 0 -545 -95 -95 -95 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 2.1 0.2 78.4 84.4 81.8 86.7 18.2 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 14 11 18 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,140 COMMITMENTS 10,915 700 0 24,525 34,765 35,440 35,465 1,700 1,675 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 550) -70 0 0 120 50 50 50 500 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 1.9 0.0 66.0 93.6 95.4 95.5 4.6 4.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,590 COMMITMENTS 9,580 700 0 20,965 29,870 30,545 30,570 2,045 2,020 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 525) -100 0 0 310 210 210 210 315 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 2.1 0.0 64.3 91.7 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 1 0 19 12 23 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,935 COMMITMENTS 9,270 825 2,235 74,630 83,030 86,135 86,090 7,800 7,845 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,665) 1,545 500 110 -1,190 -145 465 465 1,200 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 0.9 2.4 79.4 88.4 91.7 91.6 8.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 3 21 24 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,335 COMMITMENTS 8,635 825 1,855 66,115 73,880 76,605 76,560 9,730 9,775 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 3,175) 1,575 500 5 500 1,575 2,080 2,080 1,095 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.0 2.1 76.6 85.6 88.7 88.7 11.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 19 22 24 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 75) 0 0 75 0 0 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,805 COMMITMENTS 0 3,450 600 38,920 35,470 39,520 39,520 8,285 8,285 CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 150) 0 0 100 25 25 125 125 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 1.3 81.4 74.2 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 18 21 20 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/18 | --------------------------------------------------------------| 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 01/16/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 26, 2018