ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,577 COMMITMENTS 0 0 0 37,052 37,092 37,052 37,092 2,525 2,485 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 93.6 93.7 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 16 15 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,705 COMMITMENTS 0 0 0 33,810 33,885 33,810 33,885 1,895 1,820 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 325) 0 0 0 325 325 325 325 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 94.7 94.9 94.7 94.9 5.3 5.1 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,909 COMMITMENTS 0 1,200 0 30,712 29,532 30,712 30,732 4,197 4,177 CHANGES FROM 06/20/17 (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 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 06/27/17 | --------------------------------------------------------------| 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 06/20/17 (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 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,200 COMMITMENTS 0 15,245 200 38,780 23,725 38,980 39,170 2,220 2,030 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -1,200 -1,200 -1,200 -1,200 1,200 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 37.0 0.5 94.1 57.6 94.6 95.1 5.4 4.9 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,180 COMMITMENTS 0 12,425 200 38,920 26,685 39,120 39,310 2,060 1,870 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -1,200 -1,200 -1,200 -1,200 1,200 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.2 0.5 94.5 64.8 95.0 95.5 5.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 17 13 18 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,824 COMMITMENTS 1,500 0 0 13,704 15,324 15,204 15,324 1,620 1,500 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -200 -200 -200 -200 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 0.0 0.0 81.5 91.1 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 0 9 14 10 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,495 COMMITMENTS 750 2,295 550 44,010 42,465 45,310 45,310 1,185 1,185 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 125) 0 -100 0 125 225 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 4.9 1.2 94.7 91.3 97.5 97.5 2.5 2.5 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,815 COMMITMENTS 800 2,070 550 39,620 38,370 40,970 40,990 845 825 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.0 1.3 94.8 91.8 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,775 COMMITMENTS 100 10,500 0 32,715 22,410 32,815 32,910 960 865 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -310 -310 -310 -310 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 31.1 0.0 96.9 66.4 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 0 17 13 18 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,270 COMMITMENTS 0 9,640 0 30,450 20,905 30,450 30,545 820 725 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -310 -310 -310 -310 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 30.8 0.0 97.4 66.9 97.4 97.7 2.6 2.3 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 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,425 COMMITMENTS 1,155 130 225 21,950 23,595 23,330 23,950 2,095 1,475 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 0.5 0.9 86.3 92.8 91.8 94.2 8.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 3 11 10 16 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,790 COMMITMENTS 975 130 205 20,850 22,245 22,030 22,580 1,760 1,210 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 0.5 0.9 87.6 93.5 92.6 94.9 7.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 12 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,510 COMMITMENTS 9,690 1,650 25 28,540 36,605 38,255 38,280 2,255 2,230 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 250) -350 175 -75 -25 -550 -450 -450 700 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 4.1 0.1 70.5 90.4 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 18 11 21 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,360 COMMITMENTS 3,335 1,315 0 23,315 25,645 26,650 26,960 2,710 2,400 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 275) 0 0 0 -95 -95 -95 -95 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 4.5 0.0 79.4 87.3 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 0 16 13 18 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,325 COMMITMENTS 18,130 175 800 86,770 104,700 105,700 105,675 9,625 9,650 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -65) 325 100 -140 -575 -350 -390 -390 325 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 0.2 0.7 75.2 90.8 91.7 91.6 8.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 1 22 26 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,315 COMMITMENTS 20,550 500 140 72,805 92,810 93,495 93,450 7,820 7,865 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 -50 -100 -50 100 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.3 0.5 0.1 71.9 91.6 92.3 92.2 7.7 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 1 20 25 24 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,650 COMMITMENTS 700 700 0 18,540 18,615 19,240 19,315 2,410 2,335 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.2 3.2 0.0 85.6 86.0 88.9 89.2 11.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 16 15 18 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,970 COMMITMENTS 2,525 0 0 17,370 20,110 19,895 20,110 1,075 860 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 225) 275 0 0 -50 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.0 0.0 82.8 95.9 94.9 95.9 5.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 14 18 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,520 COMMITMENTS 5,350 1,250 0 9,665 13,765 15,015 15,015 1,505 1,505 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 7.6 0.0 58.5 83.3 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 0 13 12 14 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,465 COMMITMENTS 0 4,000 150 41,125 37,265 41,275 41,415 7,190 7,050 CHANGES FROM 06/20/17 (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 8.3 0.3 84.9 76.9 85.2 85.5 14.8 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 1 21 19 22 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/27/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,545 COMMITMENTS 600 2,425 0 27,930 26,105 28,530 28,530 5,015 5,015 CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 60) 0 0 0 280 180 280 180 -220 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 7.2 0.0 83.3 77.8 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 19 20 20
Updated June 30, 2017