PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,582 COMMITMENTS 0 600 0 35,757 34,862 35,757 35,462 2,825 3,120 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,262) 0 -100 0 -2,020 -2,100 -2,020 -2,200 -242 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 92.7 90.4 92.7 91.9 7.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 13 16 13 17 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,885 COMMITMENTS 0 600 0 31,743 30,848 31,743 31,448 3,142 3,437 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,125) 0 -100 0 -1,890 -1,990 -1,890 -2,090 -235 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 91.0 88.4 91.0 90.1 9.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 10 16 10 17 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,345 COMMITMENTS 0 22,135 105 34,560 12,835 34,665 35,075 1,680 1,270 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 20) 0 -495 0 130 615 130 120 -110 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 60.9 0.3 95.1 35.3 95.4 96.5 4.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 1 16 12 17 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,420 COMMITMENTS 0 16,815 360 31,245 14,720 31,605 31,895 1,815 1,525 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 295) 0 -245 0 405 640 405 395 -110 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 50.3 1.1 93.5 44.0 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 5 2 13 13 15 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,668 COMMITMENTS 2,775 3,335 100 23,228 22,748 26,103 26,183 1,565 1,485 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,245) -70 325 -155 -918 -1,313 -1,143 -1,143 -102 -102 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 12.1 0.4 84.0 82.2 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 18 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,793 COMMITMENTS 2,775 3,360 100 19,522 19,090 22,397 22,550 1,396 1,243 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,360) -385 225 0 -818 -1,446 -1,203 -1,221 -157 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 14.1 0.4 82.0 80.2 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 1 16 12 19 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,195 COMMITMENTS 0 16,190 0 45,715 29,645 45,715 45,835 480 360 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -595) -200 -460 0 -330 -70 -530 -530 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 35.0 0.0 99.0 64.2 99.0 99.2 1.0 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 16 12 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,040 COMMITMENTS 0 15,490 0 39,430 24,060 39,430 39,550 610 490 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -400) 0 -360 0 -275 100 -275 -260 -125 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.7 0.0 98.5 60.1 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 0 14 10 14 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,090 COMMITMENTS 1,300 1,680 280 27,150 26,740 28,730 28,700 1,360 1,390 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,540) 100 -250 -125 -1,205 -885 -1,230 -1,260 -310 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.6 0.9 90.2 88.9 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 19 7 23 10 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,615 COMMITMENTS 1,480 1,560 520 26,485 26,375 28,485 28,455 1,130 1,160 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,705) 225 15 -240 -1,640 -1,460 -1,655 -1,685 -50 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.3 1.8 89.4 89.1 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 19 7 23 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,664 COMMITMENTS 5,095 1,850 650 23,944 27,204 29,689 29,704 1,975 1,960 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -2,875) -645 -70 -130 -2,190 -2,755 -2,965 -2,955 90 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 5.8 2.1 75.6 85.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 18 11 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,725 COMMITMENTS 1,095 1,400 350 20,510 20,215 21,955 21,965 1,770 1,760 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,860) 55 -200 5 -2,020 -1,765 -1,960 -1,960 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.9 1.5 86.4 85.2 92.5 92.6 7.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 11 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,472 COMMITMENTS 36,615 0 270 70,037 106,647 106,922 106,917 6,550 6,555 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -9,142) -600 0 -270 -8,528 -9,133 -9,398 -9,403 256 261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 0.0 0.2 61.7 94.0 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 1 20 27 26 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,900 COMMITMENTS 34,020 0 250 62,230 96,220 96,500 96,470 5,400 5,430 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,839) -940 0 0 -8,283 -9,217 -9,223 -9,217 384 378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 0.0 0.2 61.1 94.4 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 2 19 26 24 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,360 COMMITMENTS 100 275 0 17,225 17,050 17,325 17,325 1,035 1,035 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,685) 0 25 -25 -1,765 -1,780 -1,790 -1,780 105 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.5 0.0 93.8 92.9 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 17 11 18 13 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,085 COMMITMENTS 900 225 0 15,260 16,050 16,160 16,275 925 810 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,725) -50 -25 0 -1,855 -1,755 -1,905 -1,780 180 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 1.3 0.0 89.3 93.9 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 16 11 17 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,780 COMMITMENTS 0 2,950 0 32,790 29,840 32,790 32,790 3,990 3,990 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,805) 0 -205 0 -1,830 -1,625 -1,830 -1,830 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 0.0 89.2 81.1 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 0 14 18 14 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,165 COMMITMENTS 100 1,675 0 22,210 20,635 22,310 22,310 3,855 3,855 CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,860) 0 525 0 -1,715 -2,240 -1,715 -1,715 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 6.4 0.0 84.9 78.9 85.3 85.3 14.7 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 16 17 17 18
Updated January 13, 2017