PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,602 COMMITMENTS 135 3,450 100 26,467 23,252 26,702 26,802 3,900 3,800 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 675) 60 650 0 615 265 675 915 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 11.3 0.3 86.5 76.0 87.3 87.6 12.7 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 1 13 16 14 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 135 3,450 100 25,096 21,761 25,331 25,311 3,139 3,159 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 710) 60 650 0 650 300 710 950 0 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 12.1 0.4 88.1 76.4 89.0 88.9 11.0 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 1 12 16 13 18 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,435 COMMITMENTS 0 11,000 15 22,945 12,105 22,960 23,120 2,475 2,315 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 755) 0 500 0 755 255 755 755 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 43.2 0.1 90.2 47.6 90.3 90.9 9.7 9.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 0 10,525 15 23,545 13,180 23,560 23,720 2,480 2,320 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 725) 0 500 0 725 225 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.4 0.1 90.4 50.6 90.5 91.1 9.5 8.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| 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 31,595 31,535 32,395 32,415 4,215 4,195 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 0) -100 0 100 150 50 150 150 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 1.3 1.1 86.3 86.1 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 4 15 12 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| 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 30,025 30,185 30,900 30,940 3,530 3,490 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 0) -100 0 100 150 50 150 150 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.5 0.7 87.2 87.7 89.7 89.9 10.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,150 COMMITMENTS 0 4,895 25 16,195 11,640 16,220 16,560 1,930 1,590 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 -5 0 -5 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.0 0.1 89.2 64.1 89.4 91.2 10.6 8.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,525 COMMITMENTS 0 4,335 25 15,145 11,150 15,170 15,510 2,355 2,015 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 5) 0 0 0 0 -5 0 -5 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.7 0.1 86.4 63.6 86.6 88.5 13.4 11.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,025 COMMITMENTS 350 405 280 18,025 18,735 18,655 19,420 3,370 2,605 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 250) -150 0 100 300 150 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.8 1.3 81.8 85.1 84.7 88.2 15.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 16 12 20 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,035 COMMITMENTS 340 455 200 16,100 17,000 16,640 17,655 3,395 2,380 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 250) -150 0 100 275 125 225 225 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 2.3 1.0 80.4 84.9 83.1 88.1 16.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 16 10 20 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,860 COMMITMENTS 12,440 350 0 26,900 39,010 39,340 39,360 1,520 1,500 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 775) 340 0 0 125 465 465 465 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 0.9 0.0 65.8 95.5 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 0 18 12 23 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,400 COMMITMENTS 11,055 350 75 23,330 34,055 34,460 34,480 1,940 1,920 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 430) 40 0 0 80 120 120 120 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 1.0 0.2 64.1 93.6 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 1 18 12 23 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,405 COMMITMENTS 11,095 2,185 2,480 76,255 85,135 89,830 89,800 7,575 7,605 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -710) 795 85 105 -1,610 -900 -710 -710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 2.2 2.5 78.3 87.4 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 3 23 27 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,115 COMMITMENTS 10,735 2,175 2,020 67,995 76,525 80,750 80,720 9,365 9,395 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: -700) 1,085 75 -60 -1,590 -580 -565 -565 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.4 2.2 75.5 84.9 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 3 20 26 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,895 COMMITMENTS 0 2,825 925 39,260 36,435 40,185 40,185 7,710 7,710 CHANGES FROM 02/06/18 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 1.9 82.0 76.1 83.9 83.9 16.1 16.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/18 | --------------------------------------------------------------| 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 02/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 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 16, 2018