ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,272 COMMITMENTS 0 0 0 25,002 25,407 25,002 25,407 1,270 865 CHANGES FROM 12/13/16 (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 0.0 0.0 95.2 96.7 95.2 96.7 4.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 14 12 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,246 COMMITMENTS 6,260 225 1,225 4,451 10,306 11,936 11,756 1,310 1,490 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 1.7 9.2 33.6 77.8 90.1 88.8 9.9 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 1 9 14 10 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,844 COMMITMENTS 0 700 0 37,777 36,962 37,777 37,662 3,067 3,182 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 92.5 90.5 92.5 92.2 7.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 18 17 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,010 COMMITMENTS 0 700 0 33,633 32,838 33,633 33,538 3,377 3,472 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 90.9 88.7 90.9 90.6 9.1 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 18 13 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,205 COMMITMENTS 0 22,630 105 34,455 12,245 34,560 34,980 1,645 1,225 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,030) 0 -305 75 855 1,160 930 930 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 62.5 0.3 95.2 33.8 95.5 96.6 4.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 1 16 12 17 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,005 COMMITMENTS 0 17,060 360 30,865 14,105 31,225 31,525 1,780 1,480 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 880) 0 -230 0 1,080 1,010 1,080 780 -200 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 51.7 1.1 93.5 42.7 94.6 95.5 5.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 14 13 16 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,513 COMMITMENTS 2,845 2,785 255 23,146 23,486 26,246 26,526 2,267 1,987 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,355) -400 480 100 1,920 1,290 1,620 1,870 735 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 9.8 0.9 81.2 82.4 92.0 93.0 8.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 4 19 11 23 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,778 COMMITMENTS 3,160 2,910 100 19,470 19,991 22,730 23,001 2,048 1,777 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,015) -350 480 50 1,740 1,060 1,440 1,590 575 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 11.7 0.4 78.6 80.7 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 17 11 20 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,820 COMMITMENTS 200 16,650 0 46,120 29,790 46,320 46,440 500 380 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,495) 0 0 0 1,450 1,440 1,450 1,440 45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 35.6 0.0 98.5 63.6 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 15 13 16 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,265 COMMITMENTS 0 15,850 0 39,680 23,935 39,680 39,785 585 480 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 500) 0 0 0 510 495 510 495 -10 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.4 0.0 98.5 59.4 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 13 9 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,095 COMMITMENTS 1,200 1,930 405 28,640 28,030 30,245 30,365 1,850 1,730 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,590) 0 -195 0 1,115 1,385 1,115 1,190 475 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 6.0 1.3 89.2 87.3 94.2 94.6 5.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 4 18 10 23 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,785 COMMITMENTS 1,255 1,545 760 28,450 28,160 30,465 30,465 1,320 1,320 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,340) -75 -300 75 945 1,125 945 900 395 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 4.9 2.4 89.5 88.6 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 4 18 9 23 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,114 COMMITMENTS 5,440 1,920 780 26,059 29,584 32,279 32,284 1,835 1,830 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 210) 75 0 -125 135 210 85 85 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.6 2.3 76.4 86.7 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 20 12 25 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,435 COMMITMENTS 940 1,600 345 22,480 21,830 23,765 23,775 1,670 1,660 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 150) 75 0 -125 100 175 50 50 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 6.3 1.4 88.4 85.8 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 11 21 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,539 COMMITMENTS 36,840 0 440 79,500 116,110 116,780 116,550 6,759 6,989 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,320) 230 0 -230 1,680 1,680 1,680 1,450 -360 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 0.0 0.4 64.4 94.0 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 3 21 29 27 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,264 COMMITMENTS 34,835 0 150 70,998 105,547 105,983 105,697 5,281 5,567 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -50) 225 0 -150 -175 -200 -100 -350 50 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 0.0 0.1 63.8 94.9 95.3 95.0 4.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 1 18 27 23 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,045 COMMITMENTS 100 250 25 18,990 18,830 19,115 19,105 930 940 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -850) -100 0 0 -650 -750 -750 -750 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.2 0.1 94.7 93.9 95.4 95.3 4.6 4.7 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,960 COMMITMENTS 950 250 0 16,715 17,405 17,665 17,655 295 305 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -200) 0 100 0 -200 -300 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 1.4 0.0 93.1 96.9 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 13 19 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,765 COMMITMENTS 0 3,155 0 33,850 30,345 33,850 33,500 3,915 4,265 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 500) 0 -100 0 350 100 350 0 150 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 0.0 89.6 80.4 89.6 88.7 10.4 11.3 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 12/20/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,905 COMMITMENTS 100 1,150 0 22,980 21,580 23,080 22,730 3,825 4,175 CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 375) 100 0 0 625 375 725 375 -350 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 4.3 0.0 85.4 80.2 85.8 84.5 14.2 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 16 19 17
Updated December 23, 2016