ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (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 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 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (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 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 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (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 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,610 COMMITMENTS 275 21,550 405 37,015 16,120 37,695 38,075 1,915 1,535 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,275) 75 385 0 -1,325 -1,635 -1,250 -1,250 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 54.4 1.0 93.4 40.7 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 16 18 19 23 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,520 COMMITMENTS 175 17,440 710 35,020 18,025 35,905 36,175 1,615 1,345 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,275) 75 385 0 -1,325 -1,635 -1,250 -1,250 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 46.5 1.9 93.3 48.0 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 15 19 18 24 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,823 COMMITMENTS 3,245 2,135 395 30,637 31,753 34,277 34,283 1,546 1,540 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,370) 150 -450 250 1,095 1,620 1,495 1,420 -125 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 6.0 1.1 85.5 88.6 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 18 13 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,673 COMMITMENTS 3,295 2,210 395 26,930 28,048 30,620 30,653 1,053 1,020 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 1,665) 150 -450 250 1,415 1,940 1,815 1,740 -150 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 7.0 1.2 85.0 88.6 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 2 16 12 20 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,810 COMMITMENTS 0 15,235 0 39,465 24,345 39,465 39,580 345 230 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 750) 0 750 0 750 0 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.3 0.0 99.1 61.2 99.1 99.4 0.9 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 17 15 17 19 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| 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 02/14/17 (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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,540 COMMITMENTS 1,125 1,110 280 23,555 23,545 24,960 24,935 1,580 1,605 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,850) 75 -180 0 -2,175 -1,920 -2,100 -2,100 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 4.2 1.1 88.8 88.7 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 9 23 12 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,525 COMMITMENTS 1,405 1,180 420 22,570 22,770 24,395 24,370 1,130 1,155 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -2,065) 75 -180 0 -2,025 -1,770 -1,950 -1,950 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 4.6 1.6 88.4 89.2 95.6 95.5 4.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 19 8 23 11 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,959 COMMITMENTS 5,920 1,550 575 27,609 31,999 34,104 34,124 1,855 1,835 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 780) 975 75 0 -275 625 700 700 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 4.3 1.6 76.8 89.0 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 20 12 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,770 COMMITMENTS 920 1,140 260 24,510 24,295 25,690 25,695 2,080 2,075 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 340) 0 50 0 340 290 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 4.1 0.9 88.3 87.5 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 20 13 23 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,388 COMMITMENTS 31,970 325 460 82,933 114,588 115,363 115,373 8,025 8,015 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,240) -515 0 75 -1,035 -1,525 -1,475 -1,450 235 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 0.3 0.4 67.2 92.9 93.5 93.5 6.5 6.5 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,445 COMMITMENTS 30,515 125 650 73,990 104,365 105,155 105,140 5,290 5,305 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -2,120) -290 25 75 -1,905 -2,100 -2,120 -2,000 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 0.1 0.6 67.0 94.5 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 1 2 22 26 27 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,435 COMMITMENTS 50 775 0 18,090 17,380 18,140 18,155 2,295 2,280 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.8 0.0 88.5 85.1 88.8 88.8 11.2 11.2 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,895 COMMITMENTS 900 150 0 18,370 19,255 19,270 19,405 625 490 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 525) 0 0 0 525 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.8 0.0 92.3 96.8 96.9 97.5 3.1 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,815 COMMITMENTS 0 2,700 0 32,705 30,125 32,705 32,825 6,110 5,990 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 325) 0 0 0 25 25 25 25 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.0 84.3 77.6 84.3 84.6 15.7 15.4 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 02/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,075 COMMITMENTS 50 2,300 0 26,550 24,300 26,600 26,600 4,475 4,475 CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 390) 0 700 0 615 -85 615 615 -225 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.4 0.0 85.4 78.2 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 20 19 21
Updated February 24, 2017