ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,467 COMMITMENTS 0 0 0 29,272 29,302 29,272 29,302 1,195 1,165 CHANGES FROM 03/14/17 (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 96.1 96.2 96.1 96.2 3.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 15 14 15 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,525 COMMITMENTS 0 0 0 26,335 26,255 26,335 26,255 1,190 1,270 CHANGES FROM 03/14/17 (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 95.7 95.4 95.7 95.4 4.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 16 13 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,320 COMMITMENTS 0 725 0 35,052 34,177 35,052 34,902 4,268 4,418 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 0.0 89.1 86.9 89.1 88.8 10.9 11.2 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,816 COMMITMENTS 0 725 0 32,643 31,768 32,643 32,493 4,173 4,323 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -300 -300 -300 -300 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.0 0.0 88.7 86.3 88.7 88.3 11.3 11.7 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,540 COMMITMENTS 175 24,870 405 38,145 13,800 38,725 39,075 1,815 1,465 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -1,955) 0 -320 0 -2,000 -1,680 -2,000 -2,000 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 61.3 1.0 94.1 34.0 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 17 17 20 22 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,870 COMMITMENTS 75 20,370 510 35,930 15,885 36,515 36,765 1,355 1,105 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -2,200) 0 -320 0 -2,200 -1,880 -2,200 -2,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 53.8 1.3 94.9 41.9 96.4 97.1 3.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 2 17 17 20 22 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,308 COMMITMENTS 2,765 1,905 435 33,810 34,778 37,010 37,118 1,298 1,190 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,510) -50 -180 0 1,685 1,815 1,635 1,635 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 5.0 1.1 88.3 90.8 96.6 96.9 3.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 18 12 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,060 COMMITMENTS 2,815 2,080 435 31,620 32,500 34,870 35,015 1,190 1,045 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,575) -50 -380 0 1,825 2,155 1,775 1,775 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 5.8 1.2 87.7 90.1 96.7 97.1 3.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 3 17 12 21 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,040 COMMITMENTS 0 14,455 0 36,675 22,330 36,675 36,785 365 255 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 20) 0 0 0 10 10 10 10 10 10 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,030 COMMITMENTS 0 12,755 0 32,445 19,800 32,445 32,555 585 475 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 38.6 0.0 98.2 59.9 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,470 COMMITMENTS 1,185 130 270 25,185 26,225 26,640 26,625 1,830 1,845 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 700) 50 0 0 650 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.5 0.9 88.5 92.1 93.6 93.5 6.4 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 16 8 21 11 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,805 COMMITMENTS 1,555 130 420 24,415 25,825 26,390 26,375 1,415 1,430 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 1,100) -150 0 0 1,400 1,250 1,250 1,250 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.5 1.5 87.8 92.9 94.9 94.9 5.1 5.1 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,452 COMMITMENTS 5,745 1,600 600 27,595 31,765 33,940 33,965 1,512 1,487 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 113) 50 100 0 100 50 150 150 -37 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 4.5 1.7 77.8 89.6 95.7 95.8 4.3 4.2 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,655 COMMITMENTS 1,170 1,490 110 23,255 23,290 24,535 24,890 2,120 1,765 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -570) 0 100 0 -600 -700 -600 -600 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 5.6 0.4 87.2 87.4 92.0 93.4 8.0 6.6 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 124,058 COMMITMENTS 31,505 150 330 84,618 115,948 116,453 116,428 7,605 7,630 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 680) 80 0 50 620 700 750 750 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 0.1 0.3 68.2 93.5 93.9 93.8 6.1 6.2 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,210 COMMITMENTS 30,125 0 425 73,745 103,725 104,295 104,150 5,915 6,060 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -465) 130 0 50 -1,005 -875 -825 -825 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 0.0 0.4 66.9 94.1 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 6 0 1 19 25 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,585 COMMITMENTS 0 625 25 18,245 17,650 18,270 18,300 2,315 2,285 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 175) 0 -50 25 150 200 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.1 88.6 85.7 88.8 88.9 11.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 1 18 14 19 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,500 COMMITMENTS 900 75 0 17,730 18,710 18,630 18,785 870 715 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 500) 0 0 0 405 405 405 405 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 0.4 0.0 90.9 95.9 95.5 96.3 4.5 3.7 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 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,395 COMMITMENTS 0 3,615 25 33,220 29,605 33,245 33,245 6,150 6,150 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: 25) 0 0 25 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.1 84.3 75.1 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 16 17 17 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,845 COMMITMENTS 0 2,225 0 25,665 23,440 25,665 25,665 4,180 4,180 CHANGES FROM 03/14/17 (CHANGE IN OPEN INTEREST: -500) 0 0 0 -250 -250 -250 -250 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.5 0.0 86.0 78.5 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 18 17 19
Updated March 24, 2017