PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,212 COMMITMENTS 735 4,050 100 27,392 24,177 28,227 28,327 3,985 3,885 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 12.6 0.3 85.0 75.1 87.6 87.9 12.4 12.1 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 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,080 COMMITMENTS 735 4,050 100 26,021 22,686 26,856 26,836 3,224 3,244 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,610) 600 600 0 925 925 1,525 1,525 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 13.5 0.3 86.5 75.4 89.3 89.2 10.7 10.8 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 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 1,080) 0 50 0 940 890 940 940 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 635) 0 0 0 635 635 635 635 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 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 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 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 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,250 COMMITMENTS 0 4,895 25 16,295 11,740 16,320 16,660 1,930 1,590 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.8 0.1 89.3 64.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (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 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 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 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 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,860 COMMITMENTS 11,945 350 390 27,805 39,420 40,140 40,160 1,720 1,700 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,000) -495 0 390 905 410 800 800 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 0.8 0.9 66.4 94.2 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 2 18 12 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,860 COMMITMENTS 10,210 350 275 24,430 34,310 34,915 34,935 1,945 1,925 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 460) -845 0 200 1,100 255 455 455 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 0.9 0.7 66.3 93.1 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 2 18 12 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,055 COMMITMENTS 11,775 2,320 2,700 77,080 86,505 91,555 91,525 7,500 7,530 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,650) 680 135 220 825 1,370 1,725 1,725 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 2.3 2.7 77.8 87.3 92.4 92.4 7.6 7.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,335 COMMITMENTS 11,725 2,320 2,055 68,355 77,730 82,135 82,105 9,200 9,230 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,220) 990 145 35 360 1,205 1,385 1,385 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 2.5 2.2 74.8 85.1 89.9 89.9 10.1 10.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,495 COMMITMENTS 600 3,600 175 17,555 14,735 18,330 18,510 2,165 1,985 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,815) -100 1,700 100 2,855 1,055 2,855 2,855 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 17.6 0.9 85.7 71.9 89.4 90.3 10.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| 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 02/13/18 (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 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,675 COMMITMENTS 0 1,625 925 38,980 37,355 39,905 39,905 7,770 7,770 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -220) 0 -1,200 0 -280 920 -280 -280 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 1.9 81.8 78.4 83.7 83.7 16.3 16.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,860 COMMITMENTS 1,675 600 25 20,720 21,915 22,420 22,540 9,440 9,320 CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,450) 1,200 0 -300 390 1,590 1,290 1,290 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 1.9 0.1 65.0 68.8 70.4 70.7 29.6 29.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 1 17 22 19 24
Updated February 23, 2018