ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,569 COMMITMENTS 0 0 0 28,917 28,977 28,917 28,977 3,652 3,592 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 470) 0 0 0 435 435 435 435 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.8 89.0 88.8 89.0 11.2 11.0 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,045 COMMITMENTS 0 0 0 27,215 27,290 27,215 27,290 3,830 3,755 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 470) 0 0 0 375 375 375 375 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.7 87.9 87.7 87.9 12.3 12.1 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 10/24/17 | --------------------------------------------------------------| 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 10/17/17 (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 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,872 COMMITMENTS 0 2,600 0 28,792 26,132 28,792 28,732 3,080 3,140 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 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: 25) 0 2 0 14 19 14 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,370 COMMITMENTS 0 2,600 0 27,999 25,279 27,999 27,879 2,371 2,491 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 8.6 0.0 92.2 83.2 92.2 91.8 7.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 12 19 12 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,855 COMMITMENTS 100 13,935 0 30,115 16,510 30,215 30,445 3,640 3,410 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -25) 0 900 0 895 -5 895 895 -920 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 41.2 0.0 89.0 48.8 89.2 89.9 10.8 10.1 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,195 COMMITMENTS 100 12,130 0 30,410 18,610 30,510 30,740 3,685 3,455 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -25) 0 900 0 895 -5 895 895 -920 -920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 35.5 0.0 88.9 54.4 89.2 89.9 10.8 10.1 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,140 COMMITMENTS 950 1,410 425 36,170 35,660 37,545 37,495 1,595 1,645 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 3.6 1.1 92.4 91.1 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 14 18 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,530 COMMITMENTS 950 1,510 425 33,845 33,310 35,220 35,245 1,310 1,285 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 195) 0 0 0 150 150 150 150 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 4.1 1.2 92.6 91.2 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 14 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,090 COMMITMENTS 0 7,580 0 24,565 16,880 24,565 24,460 1,525 1,630 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 210) 0 0 0 30 30 30 30 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 29.1 0.0 94.2 64.7 94.2 93.8 5.8 6.2 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,485 COMMITMENTS 0 380 230 18,890 19,165 19,120 19,775 3,365 2,710 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 430) 0 0 0 650 690 650 690 -220 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 1.0 84.0 85.2 85.0 87.9 15.0 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 12 10 14 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,500 COMMITMENTS 0 300 290 18,045 18,320 18,335 18,910 3,165 2,590 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -90) 0 0 0 300 340 300 340 -390 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.3 83.9 85.2 85.3 88.0 14.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 13 11 15 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,865 COMMITMENTS 11,770 1,025 125 24,035 34,805 35,930 35,955 935 910 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 825) 500 0 0 325 825 825 825 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 2.8 0.3 65.2 94.4 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 13 24 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,030 COMMITMENTS 9,270 975 150 19,940 28,260 29,360 29,385 1,670 1,645 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 1,095) 800 0 0 295 1,095 1,095 1,095 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 3.1 0.5 64.3 91.1 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 19 13 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,200 COMMITMENTS 12,140 400 1,850 77,945 89,640 91,935 91,890 9,265 9,310 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -390) 500 0 50 -855 -355 -305 -305 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 0.4 1.8 77.0 88.6 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 25 24 30 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,410 COMMITMENTS 11,685 400 1,510 68,735 79,975 81,930 81,885 8,480 8,525 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -910) 200 0 225 -705 -545 -280 -320 -630 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 0.4 1.7 76.0 88.5 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 2 23 24 27 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,615 COMMITMENTS 1,200 750 0 14,720 15,305 15,920 16,055 2,695 2,560 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 460) 0 0 0 160 160 160 160 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 4.0 0.0 79.1 82.2 85.5 86.2 14.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 17 15 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,310 COMMITMENTS 2,475 0 0 14,665 17,335 17,140 17,335 1,170 975 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 0 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 0.0 80.1 94.7 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 14 19 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,035 COMMITMENTS 0 3,600 600 42,320 38,840 42,920 43,040 7,115 6,995 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 260) 0 0 0 185 185 185 185 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 84.6 77.6 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 10/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,960 COMMITMENTS 300 1,125 225 25,945 25,240 26,470 26,590 5,490 5,370 CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 170) 0 0 0 40 40 40 40 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.5 0.7 81.2 79.0 82.8 83.2 17.2 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 21 21 23
Updated October 27, 2017