ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,377 COMMITMENTS 0 0 0 28,812 29,117 28,812 29,117 1,565 1,260 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.8 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 14 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,648 COMMITMENTS 0 850 0 37,212 36,202 37,212 37,052 4,436 4,596 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,525) 0 0 0 2,500 2,500 2,500 2,500 2,025 2,025 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 89.3 86.9 89.3 89.0 10.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 20 13 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,008 COMMITMENTS 0 850 0 34,553 33,543 34,553 34,393 4,455 4,615 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 4,435) 0 0 0 2,645 2,645 2,645 2,645 1,790 1,790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 88.6 86.0 88.6 88.2 11.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 11 20 11 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,885 COMMITMENTS 200 21,165 405 38,340 17,755 38,945 39,325 1,940 1,560 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 5,260) 200 0 0 5,070 5,270 5,270 5,270 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 51.8 1.0 93.8 43.4 95.3 96.2 4.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 15 18 18 23 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,795 COMMITMENTS 100 17,055 710 36,345 19,660 37,155 37,425 1,640 1,370 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 5,415) 100 0 0 5,390 5,490 5,490 5,490 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 44.0 1.8 93.7 50.7 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 14 19 17 24 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,453 COMMITMENTS 3,095 2,585 145 29,542 30,133 32,782 32,863 1,671 1,590 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -270) 0 0 0 -270 -270 -270 -270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 7.5 0.4 85.7 87.5 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 18 13 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,008 COMMITMENTS 3,145 2,660 145 25,515 26,108 28,805 28,913 1,203 1,095 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -245) 0 0 0 -45 -45 -45 -45 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 8.9 0.5 85.0 87.0 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 17 12 21 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,060 COMMITMENTS 0 14,485 0 38,715 24,345 38,715 38,830 345 230 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 37.1 0.0 99.1 62.3 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 0 16 15 16 18 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,270 COMMITMENTS 0 13,610 0 33,690 20,195 33,690 33,805 580 465 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.7 0.0 98.3 58.9 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 0 14 13 14 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,390 COMMITMENTS 1,050 1,290 280 25,730 25,465 27,060 27,035 1,330 1,355 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 4.5 1.0 90.6 89.7 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 8 23 11 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,590 COMMITMENTS 1,330 1,360 420 24,595 24,540 26,345 26,320 1,245 1,270 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 4.9 1.5 89.1 88.9 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 18 7 22 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,179 COMMITMENTS 4,945 1,475 575 27,884 31,374 33,404 33,424 1,775 1,755 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -50) 175 0 0 -150 25 25 25 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 4.2 1.6 79.3 89.2 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 20 12 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,430 COMMITMENTS 920 1,090 260 24,170 24,005 25,350 25,355 2,080 2,075 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 105) 175 0 0 30 205 205 205 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.0 0.9 88.1 87.5 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 20 12 23 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 124,628 COMMITMENTS 32,485 325 385 83,968 116,113 116,838 116,823 7,790 7,805 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,981) -175 100 0 2,246 1,971 2,071 2,071 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 0.3 0.3 67.4 93.2 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 1 2 21 27 27 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 112,565 COMMITMENTS 30,805 100 575 75,895 106,465 107,275 107,140 5,290 5,425 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 3,170) -175 100 0 3,315 3,040 3,140 3,140 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 0.1 0.5 67.4 94.6 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 2 21 24 26 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,835 COMMITMENTS 50 175 0 17,490 17,380 17,540 17,555 2,295 2,280 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -180) 0 0 0 0 0 0 0 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 0.9 0.0 88.2 87.6 88.4 88.5 11.6 11.5 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 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,370 COMMITMENTS 900 150 0 17,845 18,730 18,745 18,880 625 490 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -180) 0 0 0 0 0 0 0 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.8 0.0 92.1 96.7 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 18 13 19 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,490 COMMITMENTS 0 2,700 0 32,680 30,100 32,680 32,800 5,810 5,690 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,850) 0 0 0 1,045 1,165 1,045 1,165 805 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.0 84.9 78.2 84.9 85.2 15.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 0 15 20 15 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,685 COMMITMENTS 50 1,600 0 25,935 24,385 25,985 25,985 4,700 4,700 CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 1,870) 0 0 0 800 920 800 920 1,070 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 5.2 0.0 84.5 79.5 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 17 20 18 21
Updated February 17, 2017