ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,107 COMMITMENTS 0 0 0 22,102 22,507 22,102 22,507 1,005 600 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.7 97.4 95.7 97.4 4.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 14 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,214 COMMITMENTS 0 700 0 37,884 37,069 37,884 37,769 3,330 3,445 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,123) 0 600 0 -2,250 -2,810 -2,250 -2,210 127 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 91.9 89.9 91.9 91.6 8.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 18 16 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,415 COMMITMENTS 0 700 0 33,728 32,933 33,728 33,633 3,687 3,782 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,036) 0 600 0 -2,150 -2,730 -2,150 -2,130 114 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 90.1 88.0 90.1 89.9 9.9 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 12 18 12 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,805 COMMITMENTS 0 23,235 30 33,230 10,415 33,260 33,680 1,545 1,125 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 485) 0 -370 -50 740 860 690 440 -205 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 66.8 0.1 95.5 29.9 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 1 16 11 17 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,725 COMMITMENTS 0 17,590 360 29,685 12,395 30,045 30,345 1,680 1,380 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 615) 0 305 -130 1,025 470 895 645 -280 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 55.4 1.1 93.6 39.1 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 2 14 12 16 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,078 COMMITMENTS 3,245 2,005 205 20,126 21,366 23,576 23,576 1,502 1,502 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,375) -695 -175 -50 -1,328 -1,848 -2,073 -2,073 698 698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.0 0.8 80.3 85.2 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 4 18 10 23 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,918 COMMITMENTS 3,510 2,130 100 16,915 18,386 20,525 20,616 1,393 1,302 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -940) -710 -200 -50 -752 -1,275 -1,512 -1,525 572 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 9.7 0.5 77.2 83.9 93.6 94.1 6.4 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 16 11 20 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,845 COMMITMENTS 200 16,550 0 44,190 27,970 44,390 44,520 455 325 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -150) -200 -210 0 220 -30 20 -240 -170 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 36.9 0.0 98.5 62.4 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 0 15 13 16 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,185 COMMITMENTS 0 15,750 0 38,590 22,960 38,590 38,710 595 475 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -955) 0 -310 0 -570 -520 -570 -830 -385 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.2 0.0 98.5 58.6 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 0 13 11 13 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,915 COMMITMENTS 1,200 2,125 405 27,135 26,215 28,740 28,745 1,175 1,170 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,430) 0 -850 50 1,360 1,825 1,410 1,025 20 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 7.1 1.4 90.7 87.6 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 4 17 11 22 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,105 COMMITMENTS 1,330 1,845 685 27,105 26,595 29,120 29,125 985 980 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: 1,620) 130 -680 155 1,260 1,685 1,545 1,160 75 460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 6.1 2.3 90.0 88.3 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 4 18 10 23 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,624 COMMITMENTS 5,465 2,070 905 25,874 29,274 32,244 32,249 1,380 1,375 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,075) -145 -50 0 -1,085 -1,180 -1,230 -1,230 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 6.2 2.7 77.0 87.1 95.9 95.9 4.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 19 12 24 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,475 COMMITMENTS 965 1,600 470 22,800 22,175 24,235 24,245 1,240 1,230 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,070) 305 50 -245 -1,220 -975 -1,160 -1,170 90 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 6.3 1.8 89.5 87.0 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 12 22 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,744 COMMITMENTS 36,460 0 920 76,100 112,560 113,480 113,480 7,264 7,264 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,942) -885 0 -125 -3,473 -4,183 -4,483 -4,308 2,541 2,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 0.0 0.8 63.0 93.2 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 3 20 29 26 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,074 COMMITMENTS 34,310 0 550 70,053 104,327 104,913 104,877 5,161 5,197 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -2,277) -915 0 -175 -2,150 -2,833 -3,240 -3,008 963 731 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 0.0 0.5 63.6 94.8 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 20 28 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,000 COMMITMENTS 200 250 25 19,640 19,580 19,865 19,855 1,135 1,145 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,085) 0 25 -25 -1,035 -1,050 -1,060 -1,050 -25 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.2 0.1 93.5 93.2 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 22 13 24 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,230 COMMITMENTS 950 150 0 16,915 17,705 17,865 17,855 365 375 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -1,125) -50 -25 0 -975 -990 -1,025 -1,015 -100 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.8 0.0 92.8 97.1 98.0 97.9 2.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 13 20 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,265 COMMITMENTS 0 3,355 0 33,500 30,145 33,500 33,500 3,765 3,765 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -450) 0 -275 0 -620 -345 -620 -620 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.0 0.0 89.9 80.9 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 20 18 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,455 COMMITMENTS 0 1,150 0 22,405 21,255 22,405 22,405 4,050 4,050 CHANGES FROM 11/29/16 (CHANGE IN OPEN INTEREST: -515) 0 -75 0 -425 -350 -425 -425 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 84.7 80.3 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 16 18 17
Updated December 9, 2016