PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,740 COMMITMENTS 1,885 4,325 0 26,210 23,848 28,095 28,173 3,645 3,567 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,246) 805 200 -25 -1,526 -913 -746 -738 -500 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 13.6 0.0 82.6 75.1 88.5 88.8 11.5 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 14 16 15 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,896 COMMITMENTS 1,885 4,325 0 24,771 22,234 26,656 26,559 3,240 3,337 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -941) 805 200 -25 -1,606 -1,019 -826 -844 -115 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 14.5 0.0 82.9 74.4 89.2 88.8 10.8 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 0 12 15 13 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,490 COMMITMENTS 0 10,125 50 21,850 11,875 21,900 22,050 2,590 2,440 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,025) 0 -925 35 -2,035 -1,120 -2,000 -2,010 -25 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.3 0.2 89.2 48.5 89.4 90.0 10.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 19 11 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,650 COMMITMENTS 0 9,925 50 22,245 12,470 22,295 22,445 2,355 2,205 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -2,025) 0 -600 35 -1,935 -1,345 -1,900 -1,910 -125 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.3 0.2 90.2 50.6 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 19 12 20 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,040 COMMITMENTS 0 1,770 100 32,630 30,860 32,730 32,730 3,310 3,310 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -570) -400 1,290 -300 780 -925 80 65 -650 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.3 90.5 85.6 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 1 16 11 17 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,785 COMMITMENTS 150 1,720 0 30,860 29,290 31,010 31,010 2,775 2,775 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -645) -475 1,215 -250 330 -1,375 -395 -410 -250 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 5.1 0.0 91.3 86.7 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 16 9 17 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,330 COMMITMENTS 0 4,165 0 14,940 10,905 14,940 15,070 1,390 1,260 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -1,880) 0 -730 -25 -1,355 -835 -1,380 -1,590 -500 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.5 0.0 91.5 66.8 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 10 15 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,495 COMMITMENTS 1,620 0 505 18,480 20,855 20,605 21,360 1,890 1,135 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 420) 1,270 -405 225 405 2,070 1,900 1,890 -1,480 -1,470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.0 2.2 82.2 92.7 91.6 95.0 8.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 15 12 19 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,460 COMMITMENTS 1,650 0 475 16,095 18,740 18,220 19,215 2,240 1,245 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 375) 1,310 -455 275 -55 1,690 1,530 1,510 -1,155 -1,135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 0.0 2.3 78.7 91.6 89.1 93.9 10.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 15 12 19 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,380 COMMITMENTS 10,490 1,250 440 25,720 34,975 36,650 36,665 1,730 1,715 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -4,070) -1,645 100 -350 -2,110 -3,860 -4,105 -4,110 35 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 3.3 1.1 67.0 91.1 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 15 11 18 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,675 COMMITMENTS 9,160 1,250 20 22,510 30,435 31,690 31,705 1,985 1,970 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -3,625) -1,240 100 -505 -1,920 -3,265 -3,665 -3,670 40 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 3.7 0.1 66.8 90.4 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 11 18 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,530 COMMITMENTS 12,245 2,460 2,290 71,760 81,530 86,295 86,280 7,235 7,250 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -6,440) 320 0 -445 -6,035 -5,700 -6,160 -6,145 -280 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 2.6 2.4 76.7 87.2 92.3 92.2 7.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 17 27 23 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,445 COMMITMENTS 11,825 2,360 1,940 63,660 73,110 77,425 77,410 9,020 9,035 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -5,615) 50 0 -150 -5,200 -5,135 -5,300 -5,285 -315 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 2.7 2.2 73.6 84.6 89.6 89.5 10.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 2 2 16 25 22 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,560 COMMITMENTS 675 3,650 0 16,845 14,050 17,520 17,700 2,040 1,860 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -985) 75 50 -175 -760 -735 -860 -860 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 18.7 0.0 86.1 71.8 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 15 15 16 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,920 COMMITMENTS 0 1,700 750 38,725 37,025 39,475 39,475 7,445 7,445 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: -795) 0 75 -175 -245 -320 -420 -420 -375 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 1.6 82.5 78.9 84.1 84.1 15.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 21 19 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,340 COMMITMENTS 1,700 600 0 22,535 23,335 24,235 23,935 9,105 9,405 CHANGES FROM 02/27/18 (CHANGE IN OPEN INTEREST: 1,520) 25 0 -25 1,755 1,360 1,755 1,335 -235 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.8 0.0 67.6 70.0 72.7 71.8 27.3 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 20 17 21
Updated March 9, 2018