ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,317 COMMITMENTS 0 0 0 28,752 29,057 28,752 29,057 1,565 1,260 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,240) 0 0 0 -1,140 -1,120 -1,140 -1,120 -100 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 95.8 94.8 95.8 5.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 14 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,123 COMMITMENTS 0 850 0 34,712 33,702 34,712 34,552 2,411 2,571 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -49) 0 0 0 330 340 330 340 -379 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 0.0 93.5 90.8 93.5 93.1 6.5 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 19 13 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,573 COMMITMENTS 0 850 0 31,908 30,898 31,908 31,748 2,665 2,825 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 508) 0 0 0 950 960 950 960 -442 -452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 0.0 92.3 89.4 92.3 91.8 7.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 11 19 11 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,625 COMMITMENTS 0 21,165 405 33,270 12,485 33,675 34,055 1,950 1,570 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,840) 0 -95 0 2,095 2,160 2,095 2,065 -255 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 59.4 1.1 93.4 35.0 94.5 95.6 5.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 2 14 15 16 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,380 COMMITMENTS 0 17,055 710 30,955 14,170 31,665 31,935 1,715 1,445 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 2,650) 0 440 0 2,765 2,305 2,765 2,745 -115 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 51.1 2.1 92.7 42.5 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 2 13 18 15 23 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,723 COMMITMENTS 3,095 2,585 145 29,812 30,403 33,052 33,133 1,671 1,590 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 7,810) -380 -450 45 8,154 8,225 7,819 7,820 -9 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 7.4 0.4 85.9 87.6 95.2 95.4 4.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 18 13 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,253 COMMITMENTS 3,145 2,660 145 25,560 26,153 28,850 28,958 1,403 1,295 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 7,280) -330 -400 45 7,555 7,580 7,270 7,225 10 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 8.8 0.5 84.5 86.4 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 17 12 21 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,060 COMMITMENTS 0 14,485 0 38,715 24,345 38,715 38,830 345 230 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,995) 0 -2,305 0 -4,035 -1,735 -4,035 -4,040 40 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 37.1 0.0 99.1 62.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 0 16 15 16 18 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,270 COMMITMENTS 0 13,610 0 33,690 20,195 33,690 33,805 580 465 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,555) 0 -2,205 0 -2,680 -480 -2,680 -2,685 125 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 39.7 0.0 98.3 58.9 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 14 13 14 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,390 COMMITMENTS 1,050 1,290 280 25,730 25,465 27,060 27,035 1,330 1,355 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,825) -50 -340 0 -1,700 -1,405 -1,750 -1,745 -75 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.5 1.0 90.6 89.7 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 8 23 11 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,590 COMMITMENTS 1,330 1,360 420 24,595 24,540 26,345 26,320 1,245 1,270 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -2,205) 50 -150 -100 -2,210 -2,005 -2,260 -2,255 55 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.9 1.5 89.1 88.9 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 18 7 22 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,229 COMMITMENTS 4,770 1,475 575 28,034 31,349 33,379 33,399 1,850 1,830 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 2,845) -650 -300 -150 3,825 3,480 3,025 3,030 -180 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 4.2 1.6 79.6 89.0 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 20 12 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,325 COMMITMENTS 745 1,090 260 24,140 23,800 25,145 25,150 2,180 2,175 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,520) -350 -200 -140 3,590 3,435 3,100 3,095 420 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 4.0 1.0 88.3 87.1 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 20 12 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,647 COMMITMENTS 32,660 225 385 81,722 114,142 114,767 114,752 7,880 7,895 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -320) -2,755 0 -110 2,515 -250 -350 -360 30 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.6 0.2 0.3 66.6 93.1 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 1 2 21 27 27 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,395 COMMITMENTS 30,980 0 575 72,580 103,425 104,135 104,000 5,260 5,395 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -220) -2,305 0 -50 3,185 775 830 725 -1,050 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 0.0 0.5 66.3 94.5 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 0 2 20 24 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,015 COMMITMENTS 50 175 0 17,490 17,380 17,540 17,555 2,475 2,460 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,725) -50 -100 0 90 155 40 55 1,685 1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.9 0.0 87.4 86.8 87.6 87.7 12.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 15 19 17 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,550 COMMITMENTS 900 150 0 17,845 18,730 18,745 18,880 805 670 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,855) 0 -75 0 1,755 1,850 1,755 1,775 100 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 0.8 0.0 91.3 95.8 95.9 96.6 4.1 3.4 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 FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,640 COMMITMENTS 0 2,700 0 31,635 28,935 31,635 31,635 5,005 5,005 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 590) 0 -75 0 -780 -705 -780 -780 1,370 1,370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.4 0.0 86.3 79.0 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 0 14 20 14 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 02/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,815 COMMITMENTS 50 1,600 0 25,135 23,465 25,185 25,065 3,630 3,750 CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,265) -50 -75 0 1,630 1,655 1,580 1,580 -315 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 5.6 0.0 87.2 81.4 87.4 87.0 12.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 16 19 17 20
Updated February 10, 2017