ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,949 COMMITMENTS 0 0 0 29,297 29,357 29,297 29,357 3,652 3,592 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 380) 0 0 0 380 380 380 380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 88.9 89.1 88.9 89.1 11.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 16 13 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,465 COMMITMENTS 0 0 0 27,635 27,710 27,635 27,710 3,830 3,755 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.8 88.1 87.8 88.1 12.2 11.9 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,345 COMMITMENTS 0 5,585 0 11,175 5,590 11,175 11,175 1,170 1,170 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 65) 0 75 0 0 -75 0 0 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 45.2 0.0 90.5 45.3 90.5 90.5 9.5 9.5 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,872 COMMITMENTS 0 2,950 0 28,792 25,782 28,792 28,732 3,080 3,140 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 0) 0 350 0 0 -350 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.3 0.0 90.3 80.9 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,470 COMMITMENTS 0 2,950 0 28,099 25,029 28,099 27,979 2,371 2,491 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 100) 0 350 0 100 -250 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.7 0.0 92.2 82.1 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,505 COMMITMENTS 100 13,630 0 30,265 16,965 30,365 30,595 3,140 2,910 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -350) 0 -305 0 150 455 150 150 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 40.7 0.0 90.3 50.6 90.6 91.3 9.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 0 20 12 21 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,880 COMMITMENTS 100 11,825 0 30,635 19,140 30,735 30,965 3,145 2,915 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -315) 0 -305 0 225 530 225 225 -540 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 34.9 0.0 90.4 56.5 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 0 20 13 21 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,340 COMMITMENTS 850 1,410 425 36,820 36,210 38,095 38,045 1,245 1,295 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 200) -100 0 0 650 550 550 550 -350 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 3.6 1.1 93.6 92.0 96.8 96.7 3.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 14 15 18 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,730 COMMITMENTS 850 1,510 425 34,495 33,860 35,770 35,795 960 935 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 200) -100 0 0 650 550 550 550 -350 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 4.1 1.2 93.9 92.2 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 14 15 18 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,610 COMMITMENTS 0 7,580 0 24,455 16,770 24,455 24,350 2,155 2,260 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 520) 0 0 0 -110 -110 -110 -110 630 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.5 0.0 91.9 63.0 91.9 91.5 8.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,665 COMMITMENTS 0 380 230 18,870 19,145 19,100 19,755 3,565 2,910 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 180) 0 0 0 -20 -20 -20 -20 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 1.0 83.3 84.5 84.3 87.2 15.7 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 12 11 14 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,680 COMMITMENTS 0 300 290 18,025 18,300 18,315 18,890 3,365 2,790 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 180) 0 0 0 -20 -20 -20 -20 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.4 1.3 83.1 84.4 84.5 87.1 15.5 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 3 2 13 12 15 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,945 COMMITMENTS 12,145 925 125 24,575 35,825 36,845 36,875 1,100 1,070 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,080) 375 -100 0 540 1,020 915 920 165 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 2.4 0.3 64.8 94.4 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 21 13 25 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,825 COMMITMENTS 9,570 875 150 20,280 29,005 30,000 30,030 1,825 1,795 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 795) 300 -100 0 340 745 640 645 155 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 2.7 0.5 63.7 91.1 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 13 24 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,460 COMMITMENTS 11,460 400 2,000 80,915 91,930 94,375 94,330 8,085 8,130 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 1,260) -680 0 150 2,970 2,290 2,440 2,440 -1,180 -1,180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 0.4 2.0 79.0 89.7 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 25 26 30 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,890 COMMITMENTS 11,080 400 1,560 71,175 81,810 83,815 83,770 7,075 7,120 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 480) -605 0 50 2,440 1,835 1,885 1,885 -1,405 -1,405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.2 0.4 1.7 78.3 90.0 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 2 23 26 27 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,365 COMMITMENTS 1,200 750 0 14,875 15,460 16,075 16,210 2,290 2,155 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -250) 0 0 0 155 155 155 155 -405 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 4.1 0.0 81.0 84.2 87.5 88.3 12.5 11.7 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 10/31/17 | --------------------------------------------------------------| 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 14,615 17,285 17,090 17,285 1,220 1,025 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -50 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 0.0 0.0 79.8 94.4 93.3 94.4 6.7 5.6 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,985 COMMITMENTS 0 3,600 600 42,220 38,740 42,820 42,940 7,165 7,045 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -100 -100 -100 -100 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.2 84.5 77.5 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 10/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,935 COMMITMENTS 300 1,050 225 25,870 25,240 26,395 26,515 5,540 5,420 CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -25) 0 -75 0 -75 0 -75 -75 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 3.3 0.7 81.0 79.0 82.7 83.0 17.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 21 21 23
Updated November 3, 2017