ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,112 COMMITMENTS 0 0 0 25,542 25,947 25,542 25,947 1,570 1,165 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.2 95.7 94.2 95.7 5.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 15 12 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| 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 12/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| 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 12/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| 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 12/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,325 COMMITMENTS 0 22,630 105 34,430 12,220 34,535 34,955 1,790 1,370 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -25 -25 -25 -25 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 62.3 0.3 94.8 33.6 95.1 96.2 4.9 3.8 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,125 COMMITMENTS 0 17,060 360 30,840 14,080 31,200 31,500 1,925 1,625 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 -25 -25 -25 -25 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 51.5 1.1 93.1 42.5 94.2 95.1 5.8 4.9 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,913 COMMITMENTS 2,845 3,010 255 24,146 24,061 27,246 27,326 1,667 1,587 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 10.4 0.9 83.5 83.2 94.2 94.5 5.8 5.5 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,153 COMMITMENTS 3,160 3,135 100 20,340 20,536 23,600 23,771 1,553 1,382 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 12.5 0.4 80.9 81.6 93.8 94.5 6.2 5.5 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,790 COMMITMENTS 200 16,650 0 46,045 29,715 46,245 46,365 545 425 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -75 -75 -75 -75 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 35.6 0.0 98.4 63.5 98.8 99.1 1.2 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 16 12 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,440 COMMITMENTS 0 15,850 0 39,705 23,960 39,705 39,810 735 630 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 175) 0 0 0 25 25 25 25 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.2 0.0 98.2 59.2 98.2 98.4 1.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 14 9 14 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,630 COMMITMENTS 1,200 1,930 405 28,355 27,625 29,960 29,960 1,670 1,670 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -330 -30 -330 -30 240 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 6.1 1.3 89.6 87.3 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 4 18 11 23 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,320 COMMITMENTS 1,255 1,545 760 28,125 27,835 30,140 30,140 1,180 1,180 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -90) 0 0 0 -290 10 -290 10 200 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 4.9 2.4 89.8 88.9 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 4 19 10 24 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,539 COMMITMENTS 5,740 1,920 780 26,134 29,959 32,654 32,659 1,885 1,880 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 425) 300 0 0 75 375 375 375 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 5.6 2.3 75.7 86.7 94.5 94.6 5.5 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,585 COMMITMENTS 1,040 1,600 345 22,530 21,980 23,915 23,925 1,670 1,660 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 150) 100 0 0 50 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 6.3 1.3 88.1 85.9 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 20 11 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,614 COMMITMENTS 37,215 0 540 78,565 115,780 116,320 116,320 6,294 6,294 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,015) 150 0 100 -840 -990 -590 -890 -425 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 0.0 0.4 64.1 94.4 94.9 94.9 5.1 5.1 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,739 COMMITMENTS 34,960 0 250 70,513 105,437 105,723 105,687 5,016 5,052 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -620) -100 0 100 -320 -720 -320 -620 -300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 0.0 0.2 63.7 95.2 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 19 29 24 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| 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 12/27/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,810 COMMITMENTS 950 250 0 17,115 17,805 18,065 18,055 745 755 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 300) 0 0 0 -150 -150 -150 -150 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.3 0.0 91.0 94.7 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 19 13 20 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,585 COMMITMENTS 0 3,155 0 34,620 31,465 34,620 34,620 3,965 3,965 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 820) 0 0 0 1,120 1,120 1,120 1,120 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.0 89.7 81.5 89.7 89.7 10.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 4 0 20 19 20 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,025 COMMITMENTS 100 1,150 0 23,925 22,875 24,025 24,025 4,000 4,000 CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 1,120) 0 0 0 1,120 1,120 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 4.1 0.0 85.4 81.6 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 18 18 19 19
Updated January 6, 2017