ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,557 COMMITMENTS 0 0 0 29,892 30,177 29,892 30,177 1,665 1,380 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,240) 0 0 0 3,240 3,240 3,240 3,240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 95.6 94.7 95.6 5.3 4.4 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,172 COMMITMENTS 0 850 0 34,382 33,362 34,382 34,212 2,790 2,960 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -1,060) 0 0 0 -1,025 -975 -1,025 -975 -35 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.3 0.0 92.5 89.8 92.5 92.0 7.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 18 13 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,065 COMMITMENTS 0 850 0 30,958 29,938 30,958 30,788 3,107 3,277 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -420) 0 0 0 -435 -385 -435 -385 15 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.5 0.0 90.9 87.9 90.9 90.4 9.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 11 18 11 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,785 COMMITMENTS 0 21,260 405 31,175 10,325 31,580 31,990 2,205 1,795 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 290) 0 -950 150 -55 895 95 95 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 62.9 1.2 92.3 30.6 93.5 94.7 6.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 2 15 13 17 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,730 COMMITMENTS 0 16,615 710 28,190 11,865 28,900 29,190 1,830 1,540 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 135) 0 -250 0 5 255 5 5 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 54.1 2.3 91.7 38.6 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 2 13 15 15 20 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,913 COMMITMENTS 3,475 3,035 100 21,658 22,178 25,233 25,313 1,680 1,600 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -655) 0 -50 0 -715 -665 -715 -715 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 11.3 0.4 80.5 82.4 93.8 94.1 6.2 5.9 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,973 COMMITMENTS 3,475 3,060 100 18,005 18,573 21,580 21,733 1,393 1,240 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -730) 0 -50 0 -650 -600 -650 -650 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 13.3 0.4 78.4 80.8 93.9 94.6 6.1 5.4 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,055 COMMITMENTS 0 16,790 0 42,750 26,080 42,750 42,870 305 185 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 200) 0 -250 0 375 625 375 375 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.0 0.0 99.3 60.6 99.3 99.6 0.7 0.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 16 16 16 20 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,825 COMMITMENTS 0 15,815 0 36,370 20,675 36,370 36,490 455 335 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 175) 0 -300 0 350 650 350 350 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.9 0.0 98.8 56.1 98.8 99.1 1.2 0.9 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,215 COMMITMENTS 1,100 1,630 280 27,430 26,870 28,810 28,780 1,405 1,435 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -150) -200 -50 0 50 -100 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 5.4 0.9 90.8 88.9 95.3 95.3 4.7 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,795 COMMITMENTS 1,280 1,510 520 26,805 26,545 28,605 28,575 1,190 1,220 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -150) -200 -50 0 50 -100 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.1 1.7 90.0 89.1 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,384 COMMITMENTS 5,420 1,775 725 24,209 27,869 30,354 30,369 2,030 2,015 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 100) 25 -75 75 0 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 5.5 2.2 74.8 86.1 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,805 COMMITMENTS 1,095 1,290 400 20,550 20,365 22,045 22,055 1,760 1,750 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 100) 0 -50 50 50 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 5.4 1.7 86.3 85.5 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 12 22 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,967 COMMITMENTS 35,415 225 495 79,207 114,392 115,117 115,112 7,850 7,855 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 4,760) -875 225 225 5,370 4,270 4,720 4,720 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 0.2 0.4 64.4 93.0 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 1 2 21 27 27 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,615 COMMITMENTS 33,285 0 625 69,395 102,650 103,305 103,275 6,310 6,340 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 4,075) -400 0 50 4,945 4,545 4,595 4,595 -520 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 0.0 0.6 63.3 93.6 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 2 19 25 24 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,290 COMMITMENTS 100 275 0 17,400 17,225 17,500 17,500 790 790 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -200 -200 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 1.5 0.0 95.1 94.2 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 15 19 17 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,695 COMMITMENTS 900 225 0 16,090 16,880 16,990 17,105 705 590 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 1.3 0.0 90.9 95.4 96.0 96.7 4.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 17 13 18 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,050 COMMITMENTS 0 2,775 0 32,415 29,640 32,415 32,415 3,635 3,635 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -630) 0 -175 0 65 240 65 65 -695 -695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.7 0.0 89.9 82.2 89.9 89.9 10.1 10.1 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 01/31/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,550 COMMITMENTS 100 1,675 0 23,505 21,810 23,605 23,485 3,945 4,065 CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 520) 0 0 0 470 350 470 350 50 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 6.1 0.0 85.3 79.2 85.7 85.2 14.3 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 16 18 17 19
Updated February 3, 2017