ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,862 COMMITMENTS 0 0 0 29,297 29,602 29,297 29,602 1,565 1,260 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 485) 0 0 0 485 485 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 95.9 94.9 95.9 5.1 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 02/28/17 | --------------------------------------------------------------| 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 02/21/17 (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 02/28/17 | --------------------------------------------------------------| 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 34,603 33,593 34,603 34,443 4,405 4,565 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 50 50 50 50 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 0.0 88.7 86.1 88.7 88.3 11.3 11.7 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,275 COMMITMENTS 275 25,150 405 40,520 16,025 41,200 41,580 2,075 1,695 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,665) 0 3,600 0 3,505 -95 3,505 3,505 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 58.1 0.9 93.6 37.0 95.2 96.1 4.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 19 17 22 22 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,595 COMMITMENTS 175 20,390 710 38,060 18,115 38,945 39,215 1,650 1,380 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,075) 0 2,950 0 3,040 90 3,040 3,040 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 50.2 1.7 93.8 44.6 95.9 96.6 4.1 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 18 18 21 23 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,088 COMMITMENTS 3,245 2,335 435 31,827 32,878 35,507 35,648 1,581 1,440 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,265) 0 200 40 1,190 1,125 1,230 1,365 35 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 6.3 1.2 85.8 88.6 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 18 12 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,213 COMMITMENTS 3,295 2,710 435 28,975 29,748 32,705 32,893 1,508 1,320 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,540) 0 500 40 2,045 1,700 2,085 2,240 455 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 7.9 1.3 84.7 86.9 95.6 96.1 4.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 3 3 17 12 21 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,430 COMMITMENTS 0 15,235 0 40,085 24,965 40,085 40,200 345 230 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 37.7 0.0 99.1 61.7 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,890 COMMITMENTS 0 13,610 0 34,310 20,815 34,310 34,425 580 465 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.0 0.0 98.3 59.7 98.3 98.7 1.7 1.3 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,215 COMMITMENTS 1,125 210 330 25,110 26,000 26,565 26,540 1,650 1,675 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,675) 0 -900 50 1,555 2,455 1,605 1,605 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.7 1.2 89.0 92.1 94.2 94.1 5.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 10 24 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,445 COMMITMENTS 1,705 280 470 23,780 25,180 25,955 25,930 1,490 1,515 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,920) 300 -900 50 1,210 2,410 1,560 1,560 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 1.0 1.7 86.6 91.7 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 3 20 9 26 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,399 COMMITMENTS 6,095 1,325 775 28,925 33,715 35,795 35,815 1,604 1,584 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,440) 175 -225 200 1,316 1,716 1,691 1,691 -251 -251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 3.5 2.1 77.3 90.1 95.7 95.8 4.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 19 11 23 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,730 COMMITMENTS 970 1,140 260 25,740 25,575 26,970 26,975 1,760 1,755 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 960) 50 0 0 1,230 1,280 1,280 1,280 -320 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 4.0 0.9 89.6 89.0 93.9 93.9 6.1 6.1 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 127,103 COMMITMENTS 31,645 350 490 86,543 117,823 118,678 118,663 8,425 8,440 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,715) -325 25 30 3,610 3,235 3,315 3,290 400 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 0.3 0.4 68.1 92.7 93.4 93.4 6.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 1 2 21 27 27 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,820 COMMITMENTS 30,615 125 650 76,650 107,005 107,915 107,780 5,905 6,040 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,375) 100 0 0 2,660 2,640 2,760 2,640 615 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 0.1 0.6 67.3 94.0 94.8 94.7 5.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 2 22 27 27 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,210 COMMITMENTS 50 775 0 18,800 18,090 18,850 18,865 2,360 2,345 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 775) 0 0 0 710 710 710 710 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 3.7 0.0 88.6 85.3 88.9 88.9 11.1 11.1 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,395 COMMITMENTS 900 150 0 18,720 19,605 19,620 19,755 775 640 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 500) 0 0 0 350 350 350 350 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 0.7 0.0 91.8 96.1 96.2 96.9 3.8 3.1 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 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,215 COMMITMENTS 0 3,700 0 33,605 30,025 33,605 33,725 6,610 6,490 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,400) 0 1,000 0 900 -100 900 900 500 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.0 83.6 74.7 83.6 83.9 16.4 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 0 3 0 16 20 16 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,820 COMMITMENTS 50 2,300 0 26,970 24,720 27,020 27,020 4,800 4,800 CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 745) 0 0 0 420 420 420 420 325 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 7.2 0.0 84.8 77.7 84.9 84.9 15.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 18 20 19 21
Updated March 3, 2017