ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,219 COMMITMENTS 0 0 0 28,782 28,842 28,782 28,842 3,437 3,377 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,610) 0 0 0 -2,715 -2,515 -2,715 -2,515 105 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 89.3 89.5 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 16 14 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,695 COMMITMENTS 0 0 0 27,035 27,110 27,035 27,110 3,660 3,585 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,455) 0 0 0 -2,575 -2,380 -2,575 -2,380 120 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.1 88.3 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,280 COMMITMENTS 0 5,510 0 11,175 5,665 11,175 11,175 1,105 1,105 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 44.9 0.0 91.0 46.1 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 14 12 14 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,837 COMMITMENTS 0 2,600 0 28,757 26,097 28,757 28,697 3,080 3,140 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,777) 0 -100 0 -1,509 -1,434 -1,509 -1,534 -268 -243 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.2 0.0 90.3 82.0 90.3 90.1 9.7 9.9 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 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,275 COMMITMENTS 0 2,600 0 27,979 25,259 27,979 27,859 2,296 2,416 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,630) 0 -100 0 -1,385 -1,290 -1,385 -1,390 -245 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 92.4 83.4 92.4 92.0 7.6 8.0 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 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,280 COMMITMENTS 100 12,435 0 28,340 16,235 28,440 28,670 4,840 4,610 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,010) -100 -860 0 -2,900 -2,160 -3,000 -3,020 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 37.4 0.0 85.2 48.8 85.5 86.1 14.5 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 0 18 12 19 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,620 COMMITMENTS 100 10,630 0 28,615 18,315 28,715 28,945 4,905 4,675 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,295) -100 -810 0 -3,185 -2,495 -3,285 -3,305 -10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 31.6 0.0 85.1 54.5 85.4 86.1 14.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 18 13 19 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,840 COMMITMENTS 950 1,410 425 35,770 35,260 37,145 37,095 1,695 1,745 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,935) -25 -415 -25 -2,730 -2,410 -2,780 -2,850 -155 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.6 1.1 92.1 90.8 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 13 18 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,235 COMMITMENTS 950 1,510 425 33,495 32,960 34,870 34,895 1,365 1,340 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,900) -25 -415 -25 -2,765 -2,370 -2,815 -2,810 -85 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.2 1.2 92.4 91.0 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 13 18 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,325 COMMITMENTS 0 7,580 0 23,025 15,520 23,025 23,100 1,300 1,225 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -2,440) 0 -730 0 -2,420 -1,695 -2,420 -2,425 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 31.2 0.0 94.7 63.8 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 11 17 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,865 COMMITMENTS 0 330 230 17,950 18,275 18,180 18,835 3,685 3,030 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,535) 0 -215 -25 -1,075 -875 -1,100 -1,115 -435 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.5 1.1 82.1 83.6 83.1 86.1 16.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 12 9 14 12 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,380 COMMITMENTS 0 250 290 17,455 17,780 17,745 18,320 3,635 3,060 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,460) -50 -130 -25 -1,235 -1,165 -1,310 -1,320 -150 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 1.4 81.6 83.2 83.0 85.7 17.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 13 10 15 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,015 COMMITMENTS 11,245 1,025 125 23,710 33,955 35,080 35,105 935 910 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,560) 330 25 -150 -1,520 -1,215 -1,340 -1,340 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 2.8 0.3 65.8 94.3 97.4 97.5 2.6 2.5 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 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,910 COMMITMENTS 8,445 975 150 19,645 27,140 28,240 28,265 1,670 1,645 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -455) 770 65 -100 -1,035 -330 -365 -365 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 3.3 0.5 65.7 90.7 94.4 94.5 5.6 5.5 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 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,640 COMMITMENTS 10,835 400 1,905 79,570 89,960 92,310 92,265 9,330 9,375 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -6,665) -2,565 -175 300 -1,960 -4,335 -4,225 -4,210 -2,440 -2,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.7 0.4 1.9 78.3 88.5 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 24 24 29 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,620 COMMITMENTS 10,680 400 1,390 70,505 80,740 82,575 82,530 9,045 9,090 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,170) -2,630 -100 100 -985 -3,500 -3,515 -3,500 -1,655 -1,670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.7 0.4 1.5 77.0 88.1 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 21 24 25 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,810 COMMITMENTS 1,200 750 0 14,215 14,800 15,415 15,550 2,395 2,260 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,290) -50 0 0 -1,230 -1,265 -1,280 -1,265 -10 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.7 4.2 0.0 79.8 83.1 86.6 87.3 13.4 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 16 14 18 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,210 COMMITMENTS 2,475 0 0 14,610 17,280 17,085 17,280 1,125 930 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,250) -200 0 0 -1,010 -1,215 -1,210 -1,215 -40 -35 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: 21) 1 0 0 17 14 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,710 COMMITMENTS 0 3,600 600 42,060 38,580 42,660 42,780 7,050 6,930 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,400) 0 0 0 -1,180 -1,180 -1,180 -1,180 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 84.6 77.6 85.8 86.1 14.2 13.9 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 10/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,825 COMMITMENTS 300 1,125 225 26,330 25,625 26,855 26,975 4,970 4,850 CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -1,475) 0 -475 75 -1,300 -825 -1,225 -1,225 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.5 0.7 82.7 80.5 84.4 84.8 15.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 21 21 23
Updated October 13, 2017