ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,829 COMMITMENTS 0 0 0 31,497 31,357 31,497 31,357 3,332 3,472 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 710) 0 0 0 665 545 665 545 45 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.4 90.0 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 16 17 16 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,150 COMMITMENTS 0 0 0 29,610 29,490 29,610 29,490 3,540 3,660 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 870) 0 0 0 765 1,025 765 1,025 105 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 89.0 89.3 89.0 10.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 19 15 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,614 COMMITMENTS 0 2,700 0 30,266 27,531 30,266 30,231 3,348 3,383 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 530) 0 600 0 530 -70 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.0 0.0 90.0 81.9 90.0 89.9 10.0 10.1 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,905 COMMITMENTS 0 2,700 0 29,364 26,549 29,364 29,249 2,541 2,656 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 530) 0 600 0 530 -70 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.5 0.0 92.0 83.2 92.0 91.7 8.0 8.3 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,290 COMMITMENTS 200 13,295 0 31,240 18,395 31,440 31,690 4,850 4,600 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -95) 0 -75 0 -95 -20 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 36.6 0.0 86.1 50.7 86.6 87.3 13.4 12.7 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,915 COMMITMENTS 200 11,440 0 31,800 20,810 32,000 32,250 4,915 4,665 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 0) 0 -75 0 0 75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 31.0 0.0 86.1 56.4 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,775 COMMITMENTS 975 1,825 450 38,500 37,670 39,925 39,945 1,850 1,830 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 320) 0 25 0 300 275 300 300 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.4 1.1 92.2 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,135 COMMITMENTS 975 1,925 450 36,260 35,330 37,685 37,705 1,450 1,430 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 320) 0 25 0 300 275 300 300 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 4.9 1.1 92.7 90.3 96.3 96.3 3.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 15 16 19 18 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,765 COMMITMENTS 0 8,310 0 25,445 17,215 25,445 25,525 1,320 1,240 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -525 -525 -525 -525 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 31.0 0.0 95.1 64.3 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 17 13 17 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,400 COMMITMENTS 0 545 255 19,025 19,150 19,280 19,950 4,120 3,450 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,410) 0 25 0 1,260 1,310 1,260 1,335 1,150 1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.3 1.1 81.3 81.8 82.4 85.3 17.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 13 11 16 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,840 COMMITMENTS 50 380 315 18,690 18,945 19,055 19,640 3,785 3,200 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,430) 0 25 0 1,250 1,300 1,250 1,325 1,180 1,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 1.7 1.4 81.8 82.9 83.4 86.0 16.6 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 14 12 18 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,575 COMMITMENTS 10,915 1,000 275 25,230 35,170 36,420 36,445 1,155 1,130 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 180) 750 0 0 -565 185 185 185 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 2.7 0.7 67.1 93.6 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 19 12 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,365 COMMITMENTS 7,675 910 250 20,680 27,470 28,605 28,630 1,760 1,735 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 250) 700 0 0 -410 290 290 290 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 3.0 0.8 68.1 90.5 94.2 94.3 5.8 5.7 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,305 COMMITMENTS 13,400 575 1,605 81,530 94,295 96,535 96,475 11,770 11,830 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,745) -675 100 550 1,475 700 1,350 1,350 1,395 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 0.5 1.5 75.3 87.1 89.1 89.1 10.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 24 25 29 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,790 COMMITMENTS 13,310 500 1,290 71,490 84,240 86,090 86,030 10,700 10,760 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 2,505) -625 100 375 1,000 275 750 750 1,755 1,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.8 0.5 1.3 73.9 87.0 88.9 88.9 11.1 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 21 26 25 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,100 COMMITMENTS 1,250 750 0 15,445 16,065 16,695 16,815 2,405 2,285 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 300) 300 0 0 0 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 3.9 0.0 80.9 84.1 87.4 88.0 12.6 12.0 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,460 COMMITMENTS 2,675 0 0 15,620 18,495 18,295 18,495 1,165 965 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 650) 125 0 0 525 650 650 650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 0.0 0.0 80.3 95.0 94.0 95.0 6.0 5.0 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,110 COMMITMENTS 0 3,600 600 43,240 39,760 43,840 43,960 7,270 7,150 CHANGES FROM 09/26/17 (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 7.0 1.2 84.6 77.8 85.8 86.0 14.2 14.0 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 10/03/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,300 COMMITMENTS 300 1,600 150 27,630 26,450 28,080 28,200 5,220 5,100 CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 425) 300 300 0 300 300 600 600 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 4.8 0.5 83.0 79.4 84.3 84.7 15.7 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 20 22 22 24
Updated October 6, 2017