ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,525 COMMITMENTS 0 0 0 25,735 25,805 25,735 25,805 3,790 3,720 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,940) 0 0 0 -1,900 -1,905 -1,900 -1,905 -40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 87.2 87.4 87.2 87.4 12.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 19 13 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,304 COMMITMENTS 0 2,850 0 27,435 24,505 27,435 27,355 2,869 2,949 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,568) 0 -100 0 -1,357 -1,277 -1,357 -1,377 -211 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.4 0.0 90.5 80.9 90.5 90.3 9.5 9.7 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,207 COMMITMENTS 0 2,850 0 27,026 24,056 27,026 26,906 2,181 2,301 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,263) 0 -100 0 -1,073 -973 -1,073 -1,073 -190 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 9.8 0.0 92.5 82.4 92.5 92.1 7.5 7.9 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,730 COMMITMENTS 0 13,170 0 27,665 14,705 27,665 27,875 3,065 2,855 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,775) -100 -460 0 -2,600 -2,260 -2,700 -2,720 -75 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.9 0.0 90.0 47.9 90.0 90.7 10.0 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 5 0 20 12 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,120 COMMITMENTS 0 11,490 0 28,050 16,770 28,050 28,260 3,070 2,860 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,760) -100 -335 0 -2,585 -2,370 -2,685 -2,705 -75 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 36.9 0.0 90.1 53.9 90.1 90.8 9.9 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 20 13 20 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,865 COMMITMENTS 775 970 400 33,765 33,535 34,940 34,905 1,925 1,960 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,475) -75 -440 -25 -3,055 -2,675 -3,155 -3,140 680 665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 2.6 1.1 91.6 91.0 94.8 94.7 5.2 5.3 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,110 COMMITMENTS 775 1,020 400 31,250 31,020 32,425 32,440 1,685 1,670 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,620) -75 -490 -25 -3,245 -2,840 -3,345 -3,355 725 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 3.0 1.2 91.6 90.9 95.1 95.1 4.9 4.9 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,210 COMMITMENTS 0 6,825 0 22,075 15,140 22,075 21,965 2,135 2,245 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,400) 0 -755 0 -2,380 -1,630 -2,380 -2,385 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.2 0.0 91.2 62.5 91.2 90.7 8.8 9.3 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,295 COMMITMENTS 40 180 190 18,105 18,845 18,335 19,215 3,960 3,080 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -370) 40 -200 -40 -765 -300 -765 -540 395 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.8 0.9 81.2 84.5 82.2 86.2 17.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 13 12 15 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,990 COMMITMENTS 110 180 180 17,290 17,790 17,580 18,150 3,410 2,840 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -690) 110 -120 -110 -735 -510 -735 -740 45 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 0.9 0.9 82.4 84.8 83.8 86.5 16.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 13 13 15 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,605 COMMITMENTS 11,125 950 0 23,455 33,660 34,580 34,610 1,025 995 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -2,340) -1,020 25 -125 -1,120 -2,165 -2,265 -2,265 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 2.7 0.0 65.9 94.5 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 22 13 25 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,735 COMMITMENTS 9,290 850 75 19,660 28,130 29,025 29,055 1,710 1,680 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,090) -280 -25 -75 -620 -875 -975 -975 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 2.8 0.2 64.0 91.5 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 22 13 26 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,175 COMMITMENTS 10,770 225 1,905 76,760 87,260 89,435 89,390 7,740 7,785 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,285) -690 -175 -95 -4,155 -4,670 -4,940 -4,940 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.1 0.2 2.0 79.0 89.8 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 24 27 29 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,885 COMMITMENTS 9,710 250 1,560 68,340 77,755 79,610 79,565 6,275 6,320 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -5,005) -1,370 -150 0 -2,835 -4,055 -4,205 -4,205 -800 -800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 0.3 1.8 79.6 90.5 92.7 92.6 7.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 23 27 27 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,755 COMMITMENTS 800 750 0 13,720 13,920 14,520 14,670 2,235 2,085 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,610) -400 0 0 -1,155 -1,540 -1,555 -1,540 -55 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 4.5 0.0 81.9 83.1 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 17 15 18 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,260 COMMITMENTS 2,125 0 0 13,910 16,225 16,035 16,225 1,225 1,035 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,050) -350 0 0 -705 -1,060 -1,055 -1,060 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 0.0 0.0 80.6 94.0 92.9 94.0 7.1 6.0 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 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,280 COMMITMENTS 0 3,500 550 41,090 37,710 41,640 41,760 6,640 6,520 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,705) 0 -100 -50 -1,130 -1,030 -1,180 -1,180 -525 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 7.2 1.1 85.1 78.1 86.2 86.5 13.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 0 3 1 19 19 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 11/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,525 COMMITMENTS 300 875 225 24,405 23,950 24,930 25,050 5,595 5,475 CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,410) 0 -175 0 -1,465 -1,290 -1,465 -1,465 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 2.9 0.7 80.0 78.5 81.7 82.1 18.3 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 21 21 23
Updated November 10, 2017