ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,057 COMMITMENTS 0 0 0 27,562 27,887 27,562 27,887 1,495 1,170 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,805) 0 0 0 -1,735 -1,715 -1,735 -1,715 -70 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.9 96.0 94.9 96.0 5.1 4.0 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 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,480 COMMITMENTS 0 725 0 35,352 34,477 35,352 35,202 4,128 4,278 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,168) 0 -125 0 -1,860 -1,725 -1,860 -1,850 -308 -318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 89.5 87.3 89.5 89.2 10.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 13 19 13 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,976 COMMITMENTS 0 725 0 32,943 32,068 32,943 32,793 4,033 4,183 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,032) 0 -125 0 -1,660 -1,525 -1,660 -1,650 -372 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 89.1 86.7 89.1 88.7 10.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 11 19 11 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,015 COMMITMENTS 175 25,010 405 39,365 14,880 39,945 40,295 2,070 1,720 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,260) -100 -140 0 -1,155 -1,145 -1,255 -1,285 -5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 59.5 1.0 93.7 35.4 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 17 16 20 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,590 COMMITMENTS 75 20,510 510 37,350 17,165 37,935 38,185 1,655 1,405 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,005) -100 120 -200 -710 -950 -1,010 -1,030 5 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 51.8 1.3 94.3 43.4 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 17 16 20 21 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,798 COMMITMENTS 2,715 2,085 435 31,225 31,963 34,375 34,483 1,423 1,315 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,290) -530 -250 0 -602 -915 -1,132 -1,165 -158 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 5.8 1.2 87.2 89.3 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 3 17 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,485 COMMITMENTS 2,765 2,460 435 28,895 29,345 32,095 32,240 1,390 1,245 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -728) -530 -250 0 -80 -403 -610 -653 -118 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 7.3 1.3 86.3 87.6 95.8 96.3 4.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 16 12 20 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,020 COMMITMENTS 0 14,455 0 36,665 22,320 36,665 36,775 355 245 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,410) 0 -780 0 -3,420 -2,645 -3,420 -3,425 10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.0 0.0 99.0 60.3 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 0 16 11 16 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,805 COMMITMENTS 0 12,755 0 32,220 19,575 32,220 32,330 585 475 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,085) 0 -855 0 -2,090 -1,240 -2,090 -2,095 5 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.9 0.0 98.2 59.7 98.2 98.6 1.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 14 10 14 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,010 COMMITMENTS 1,100 145 305 23,885 24,825 25,290 25,275 1,720 1,735 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,205) -25 -65 -25 -1,225 -1,175 -1,275 -1,265 70 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.5 1.1 88.4 91.9 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 3 16 9 21 12 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,840 COMMITMENTS 1,655 130 470 22,180 23,690 24,305 24,290 1,535 1,550 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,605) -50 -150 0 -1,600 -1,490 -1,650 -1,640 45 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.5 1.8 85.8 91.7 94.1 94.0 5.9 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 1 3 17 7 23 10 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,139 COMMITMENTS 5,695 1,350 600 27,295 31,665 33,590 33,615 1,549 1,524 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -2,260) -400 25 -175 -1,630 -2,050 -2,205 -2,200 -55 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 3.8 1.7 77.7 90.1 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 2 17 11 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,025 COMMITMENTS 1,220 1,290 60 23,655 23,940 24,935 25,290 2,090 1,735 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,705) 250 150 -200 -2,085 -1,635 -2,035 -1,685 330 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 4.8 0.2 87.5 88.6 92.3 93.6 7.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 16 12 18 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,698 COMMITMENTS 31,295 200 280 81,298 112,368 112,873 112,848 7,825 7,850 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,405) -350 -150 -210 -5,245 -5,455 -5,805 -5,815 -600 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 0.2 0.2 67.4 93.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 5 1 2 21 25 27 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,810 COMMITMENTS 29,815 0 375 72,325 101,995 102,515 102,370 5,295 5,440 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -6,010) -800 -125 -275 -4,325 -5,010 -5,400 -5,410 -610 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 0.0 0.3 67.1 94.6 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 1 19 24 25 25 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,310 COMMITMENTS 0 675 0 17,995 17,350 17,995 18,025 2,315 2,285 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -900) -50 -100 0 -805 -740 -855 -840 -45 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 88.6 85.4 88.6 88.7 11.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 14 18 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,000 COMMITMENTS 900 75 0 17,325 18,305 18,225 18,380 775 620 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,395) 0 -75 0 -1,395 -1,300 -1,395 -1,375 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 0.4 0.0 91.2 96.3 95.9 96.7 4.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 12 19 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,470 COMMITMENTS 0 3,615 0 33,370 29,755 33,370 33,370 6,100 6,100 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -745) 0 -85 0 -235 -270 -235 -355 -510 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.0 84.5 75.4 84.5 84.5 15.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 16 17 16 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,275 COMMITMENTS 0 2,225 0 26,065 23,840 26,065 26,065 4,210 4,210 CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -1,545) -50 -75 0 -905 -880 -955 -955 -590 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 0.0 86.1 78.7 86.1 86.1 13.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 18 17 19
Updated March 10, 2017