ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,552 COMMITMENTS 0 0 0 36,152 36,192 36,152 36,192 2,400 2,360 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,745) 0 0 0 -1,795 -1,775 -1,795 -1,775 50 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.8 93.9 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 16 14 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,600 COMMITMENTS 0 0 0 32,810 32,885 32,810 32,885 1,790 1,715 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,375) 0 0 0 -1,510 -1,495 -1,510 -1,495 135 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.8 95.0 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,884 COMMITMENTS 0 1,200 0 30,687 29,507 30,687 30,707 4,197 4,177 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,697) 0 0 0 -1,610 -1,590 -1,610 -1,590 -87 -107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.4 0.0 88.0 84.6 88.0 88.0 12.0 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 12 16 12 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,027 COMMITMENTS 0 1,200 0 28,983 27,663 28,983 28,863 3,044 3,164 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,594) 0 0 0 -1,310 -1,430 -1,310 -1,430 -284 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.0 90.5 86.4 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 11 17 11 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,750 COMMITMENTS 0 15,045 200 40,680 25,825 40,880 41,070 870 680 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -100) 0 -300 -500 585 785 85 -15 -185 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 36.0 0.5 97.4 61.9 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 1 18 13 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,405 COMMITMENTS 0 12,425 200 40,345 28,110 40,545 40,735 860 670 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -345) 0 -360 -495 170 510 -325 -345 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.0 0.5 97.4 67.9 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 17 13 18 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,370 COMMITMENTS 750 2,295 550 43,835 42,290 45,135 45,135 1,235 1,235 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 895) -255 -10 -35 1,345 1,100 1,055 1,055 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.9 1.2 94.5 91.2 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 1 16 15 18 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,790 COMMITMENTS 800 2,020 550 39,595 38,395 40,945 40,965 845 825 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 440) -255 -10 -35 1,055 800 765 755 -325 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 4.8 1.3 94.7 91.9 98.0 98.0 2.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 13 17 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,085 COMMITMENTS 100 10,140 0 32,640 22,695 32,740 32,835 345 250 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,250) -100 -1,380 0 -2,145 -875 -2,245 -2,255 -5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 30.6 0.0 98.7 68.6 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 0 17 13 18 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,245 COMMITMENTS 0 9,640 0 30,735 21,190 30,735 30,830 510 415 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,535) 0 -855 0 -1,525 -680 -1,525 -1,535 -10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.9 0.0 98.4 67.8 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 10 17 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,875 COMMITMENTS 225 130 125 22,730 23,245 23,080 23,500 1,795 1,375 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,000) -190 0 -40 -1,805 -1,935 -2,035 -1,975 35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 0.5 0.5 91.4 93.4 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 12 10 15 12 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,630 COMMITMENTS 575 130 125 21,740 22,425 22,440 22,680 1,190 950 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,890) -10 0 -90 -1,580 -1,710 -1,680 -1,800 -210 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 0.6 0.5 92.0 94.9 95.0 96.0 5.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 2 13 10 17 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,250 COMMITMENTS 9,590 1,475 100 28,325 36,465 38,015 38,040 1,235 1,210 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -640) 915 -25 -100 -1,275 -335 -460 -460 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 3.8 0.3 72.2 92.9 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 18 11 21 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,365 COMMITMENTS 3,035 1,315 0 23,030 25,060 26,065 26,375 2,300 1,990 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -395) 1,405 -25 -130 -1,605 -190 -330 -345 -65 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 4.6 0.0 81.2 88.3 91.9 93.0 8.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 0 16 12 18 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,740 COMMITMENTS 18,270 0 140 86,620 104,865 105,030 105,005 8,710 8,735 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -5,190) -2,535 -75 55 -1,825 -4,285 -4,305 -4,305 -885 -885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 0.0 0.1 76.2 92.2 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 0 1 22 26 27 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,465 COMMITMENTS 20,700 0 140 71,790 92,465 92,630 92,605 6,835 6,860 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -2,765) -2,960 0 -10 800 -2,160 -2,170 -2,170 -595 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 0.0 0.1 72.2 93.0 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 0 1 20 24 24 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,460 COMMITMENTS 600 700 0 18,450 18,425 19,050 19,125 2,410 2,335 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -580) 0 25 -25 -460 -470 -485 -470 -95 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 3.3 0.0 86.0 85.9 88.8 89.1 11.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 16 14 17 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,905 COMMITMENTS 2,000 200 0 16,830 18,845 18,830 19,045 1,075 860 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -215) -100 175 0 -65 -320 -165 -145 -50 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.0 1.0 0.0 84.6 94.7 94.6 95.7 5.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 16 14 17 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,665 COMMITMENTS 0 4,200 40 40,425 36,345 40,465 40,585 7,200 7,080 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -210) -230 135 -5 -700 -945 -935 -815 725 605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.8 0.1 84.8 76.3 84.9 85.1 15.1 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 2 19 19 21 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/06/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,605 COMMITMENTS 200 2,425 0 26,920 24,695 27,120 27,120 4,485 4,485 CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -1,080) 200 -75 0 -1,095 -950 -895 -1,025 -185 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 7.7 0.0 85.2 78.1 85.8 85.8 14.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 18 19 19 20
Updated June 9, 2017