ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,119 COMMITMENTS 0 0 0 30,832 30,812 30,832 30,812 3,287 3,307 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 122) 0 0 0 50 50 50 50 72 72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 90.3 90.4 90.3 9.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 17 17 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,280 COMMITMENTS 0 0 0 28,845 28,465 28,845 28,465 3,435 3,815 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225) 0 0 0 45 45 45 45 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.4 88.2 89.4 88.2 10.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 18 15 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,084 COMMITMENTS 0 2,100 0 29,736 27,601 29,736 29,701 3,348 3,383 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,365) 0 0 0 1,410 1,410 1,410 1,410 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 89.9 83.4 89.9 89.8 10.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 13 17 13 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,375 COMMITMENTS 0 2,100 0 28,834 26,619 28,834 28,719 2,541 2,656 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,365) 0 0 0 1,375 1,375 1,375 1,375 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 91.9 84.8 91.9 91.5 8.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 12 18 12 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,385 COMMITMENTS 200 13,370 0 31,335 18,415 31,535 31,785 4,850 4,600 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -920) 0 300 0 -1,720 -2,020 -1,720 -1,720 800 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 36.7 0.0 86.1 50.6 86.7 87.4 13.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 0 19 12 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,915 COMMITMENTS 200 11,515 0 31,800 20,735 32,000 32,250 4,915 4,665 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -870) 0 300 0 -1,670 -1,970 -1,670 -1,670 800 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 31.2 0.0 86.1 56.2 86.7 87.4 13.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 0 18 13 19 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,455 COMMITMENTS 975 1,800 450 38,200 37,395 39,625 39,645 1,830 1,810 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -70) 100 175 -100 -900 -975 -900 -900 830 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 4.3 1.1 92.1 90.2 95.6 95.6 4.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 15 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,815 COMMITMENTS 975 1,900 450 35,960 35,055 37,385 37,405 1,430 1,410 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -170) 100 175 -100 -1,000 -1,075 -1,000 -1,000 830 830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.9 1.2 92.6 90.3 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 15 19 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,840 COMMITMENTS 0 8,310 0 25,970 17,740 25,970 26,050 870 790 CHANGES FROM 09/19/17 (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 31.0 0.0 96.8 66.1 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 13 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,270 COMMITMENTS 0 7,475 0 24,555 17,160 24,555 24,635 715 635 CHANGES FROM 09/19/17 (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 29.6 0.0 97.2 67.9 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 11 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,990 COMMITMENTS 0 520 255 17,765 17,840 18,020 18,615 2,970 2,375 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 255) 0 75 0 205 130 205 205 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.5 1.2 84.6 85.0 85.9 88.7 14.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 12 11 15 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,410 COMMITMENTS 50 355 315 17,440 17,645 17,805 18,315 2,605 2,095 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 255) 0 75 0 205 130 205 205 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.7 1.5 85.4 86.5 87.2 89.7 12.8 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 13 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,395 COMMITMENTS 10,165 1,000 275 25,795 34,985 36,235 36,260 1,160 1,135 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -145) 355 0 0 -500 -145 -145 -145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 2.7 0.7 69.0 93.6 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 18 11 22 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,115 COMMITMENTS 6,975 910 250 21,090 27,180 28,315 28,340 1,800 1,775 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -270) 280 0 0 -550 -270 -270 -270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 3.0 0.8 70.0 90.3 94.0 94.1 6.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 18 12 22 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,560 COMMITMENTS 14,075 475 1,055 80,055 93,595 95,185 95,125 10,375 10,435 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,065) -85 0 265 690 605 870 870 1,195 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 0.4 1.0 75.8 88.7 90.2 90.1 9.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 23 25 28 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,285 COMMITMENTS 13,935 400 915 70,490 83,965 85,340 85,280 8,945 9,005 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,990) -10 0 145 480 470 615 615 1,375 1,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 0.4 1.0 74.8 89.1 90.5 90.4 9.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 21 25 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,800 COMMITMENTS 950 750 0 15,445 15,765 16,395 16,515 2,405 2,285 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 185) 450 0 0 -255 195 195 195 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 4.0 0.0 82.2 83.9 87.2 87.8 12.8 12.2 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 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,810 COMMITMENTS 2,550 0 0 15,095 17,845 17,645 17,845 1,165 965 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 235) 375 0 0 -90 285 285 285 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 0.0 0.0 80.2 94.9 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 15 18 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,810 COMMITMENTS 0 3,300 600 42,940 39,760 43,540 43,660 7,270 7,150 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 490) 0 550 0 490 -60 490 490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.5 1.2 84.5 78.3 85.7 85.9 14.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 18 19 19 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/26/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,875 COMMITMENTS 0 1,300 150 27,330 26,150 27,480 27,600 5,395 5,275 CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 300) 0 300 0 300 0 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.0 0.5 83.1 79.5 83.6 84.0 16.4 16.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 2 1 20 22 21 24
Updated September 29, 2017