ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,317 COMMITMENTS 0 0 0 26,652 26,937 26,652 26,937 1,665 1,380 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.1 95.1 94.1 95.1 5.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 14 11 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,232 COMMITMENTS 0 850 0 35,407 34,337 35,407 35,187 2,825 3,045 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -600 -525 -600 -525 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 92.6 89.8 92.6 92.0 7.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 17 13 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,485 COMMITMENTS 0 850 0 31,393 30,323 31,393 31,173 3,092 3,312 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -600) 0 0 0 -600 -525 -600 -525 0 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 91.0 87.9 91.0 90.4 9.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 10 17 10 18 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,495 COMMITMENTS 0 22,210 255 31,230 9,430 31,485 31,895 2,010 1,600 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 150) 0 -225 150 -225 0 -75 -75 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 66.3 0.8 93.2 28.2 94.0 95.2 6.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 2 16 12 18 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,595 COMMITMENTS 0 16,865 710 28,185 11,610 28,895 29,185 1,700 1,410 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 200) 0 -275 200 0 275 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 55.1 2.3 92.1 37.9 94.4 95.4 5.6 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,568 COMMITMENTS 3,475 3,085 100 22,373 22,843 25,948 26,028 1,620 1,540 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 30) 700 -250 0 -725 225 -25 -25 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 11.2 0.4 81.2 82.9 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 18 13 21 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,703 COMMITMENTS 3,475 3,110 100 18,655 19,173 22,230 22,383 1,473 1,320 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 40) 700 -250 0 -737 213 -37 -37 77 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 13.1 0.4 78.7 80.9 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 16 13 19 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,855 COMMITMENTS 0 17,040 0 42,375 25,455 42,375 42,495 480 360 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 310) 0 900 0 310 -590 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.8 0.0 98.9 59.4 98.9 99.2 1.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 16 14 16 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,650 COMMITMENTS 0 16,115 0 36,020 20,025 36,020 36,140 630 510 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 170) 0 650 0 160 -490 160 160 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 44.0 0.0 98.3 54.6 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 4 0 14 12 14 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,365 COMMITMENTS 1,300 1,680 280 27,380 26,970 28,960 28,930 1,405 1,435 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 525) 0 0 0 480 480 480 480 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.5 0.9 90.2 88.8 95.4 95.3 4.6 4.7 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,945 COMMITMENTS 1,480 1,560 520 26,755 26,645 28,755 28,725 1,190 1,220 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 540) 0 0 0 480 480 480 480 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.2 1.7 89.3 89.0 96.0 95.9 4.0 4.1 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,284 COMMITMENTS 5,395 1,850 650 24,209 27,769 30,254 30,269 2,030 2,015 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 525) 150 0 0 375 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 5.7 2.0 75.0 86.0 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 19 11 22 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,705 COMMITMENTS 1,095 1,340 350 20,500 20,265 21,945 21,955 1,760 1,750 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 70) 0 0 0 70 70 70 70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.7 1.5 86.5 85.5 92.6 92.6 7.4 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 118,207 COMMITMENTS 36,290 0 270 73,837 110,122 110,397 110,392 7,810 7,815 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,485) -425 0 0 2,410 1,985 1,985 1,985 500 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 0.0 0.2 62.5 93.2 93.4 93.4 6.6 6.6 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,540 COMMITMENTS 33,685 0 575 64,450 98,105 98,710 98,680 6,830 6,860 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,040) -575 0 300 2,290 1,715 2,015 2,015 1,025 1,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 0.0 0.5 61.1 93.0 93.5 93.5 6.5 6.5 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 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,490 COMMITMENTS 100 275 0 17,600 17,425 17,700 17,700 790 790 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -370) 0 0 0 -125 -125 -125 -125 -245 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.5 0.0 95.2 94.2 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 14 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,845 COMMITMENTS 900 225 0 16,240 17,030 17,140 17,255 705 590 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 85) 0 0 0 305 305 305 305 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 1.3 0.0 91.0 95.4 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 17 12 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,680 COMMITMENTS 0 2,950 0 32,350 29,400 32,350 32,350 4,330 4,330 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -500) 0 0 0 -710 -710 -710 -710 210 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.0 0.0 88.2 80.2 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 0 14 19 14 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,030 COMMITMENTS 100 1,675 0 23,035 21,460 23,135 23,135 3,895 3,895 CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 540) 0 0 0 575 575 575 575 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 6.2 0.0 85.2 79.4 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 16 17 17 18
Updated January 27, 2017