ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,137 COMMITMENTS 0 0 0 31,202 31,187 31,202 31,187 1,935 1,950 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,800) 0 0 0 1,310 1,310 1,310 1,310 490 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 94.1 94.2 94.1 5.8 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 16 15 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,365 COMMITMENTS 0 0 0 28,125 28,000 28,125 28,000 1,240 1,365 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 1,145 1,145 1,145 1,145 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.8 95.4 95.8 95.4 4.2 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 04/04/17 | --------------------------------------------------------------| 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 03/28/17 (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 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 04/04/17 | --------------------------------------------------------------| 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 03/28/17 (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 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 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,845 COMMITMENTS 75 25,050 405 39,595 14,970 40,075 40,425 1,770 1,420 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 350) 0 180 0 350 170 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 59.9 1.0 94.6 35.8 95.8 96.6 4.2 3.4 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 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,425 COMMITMENTS 0 20,575 510 37,560 17,235 38,070 38,320 1,355 1,105 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 530) 0 180 0 530 350 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 52.2 1.3 95.3 43.7 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 6 2 17 16 19 22 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,573 COMMITMENTS 4,565 1,805 85 35,450 38,258 40,100 40,148 1,473 1,425 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,475) 1,100 -150 -150 1,375 2,625 2,325 2,325 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 4.3 0.2 85.3 92.0 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 2 19 13 24 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,390 COMMITMENTS 4,515 1,980 85 33,190 35,810 37,790 37,875 1,600 1,515 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 2,540) 1,000 -150 -150 1,325 2,475 2,175 2,175 365 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 5.0 0.2 84.3 90.9 95.9 96.2 4.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 19 13 23 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,390 COMMITMENTS 0 13,555 0 36,905 23,580 36,905 37,135 485 255 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 600) 0 -600 0 600 1,200 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.3 0.0 98.7 63.1 98.7 99.3 1.3 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 11 16 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,680 COMMITMENTS 0 12,155 0 33,095 21,050 33,095 33,205 585 475 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 600) 0 -600 0 600 1,200 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.1 0.0 98.3 62.5 98.3 98.6 1.7 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 15 10 15 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,370 COMMITMENTS 1,185 130 270 25,085 26,125 26,540 26,525 1,830 1,845 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -125) 0 0 0 -125 -125 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 0.5 1.0 88.4 92.1 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 15 10 20 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,755 COMMITMENTS 1,555 130 420 24,365 25,775 26,340 26,325 1,415 1,430 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -75 -75 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.5 1.5 87.8 92.9 94.9 94.8 5.1 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 1 3 16 9 22 12 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,164 COMMITMENTS 6,220 1,900 500 27,830 32,055 34,550 34,455 1,614 1,709 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 712) 475 200 -100 235 390 610 490 102 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 5.3 1.4 77.0 88.6 95.5 95.3 4.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 3 2 18 11 22 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,455 COMMITMENTS 1,470 1,690 110 23,710 23,725 25,290 25,525 2,165 1,930 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 800) 300 100 0 455 535 755 635 45 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 6.2 0.4 86.4 86.4 92.1 93.0 7.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 1 17 12 19 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 125,693 COMMITMENTS 30,260 150 300 86,663 116,748 117,223 117,198 8,470 8,495 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 920) -995 100 -80 1,605 510 530 530 390 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 0.1 0.2 68.9 92.9 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 2 22 25 28 27 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,370 COMMITMENTS 29,355 0 425 74,545 103,875 104,325 104,300 6,045 6,070 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 305) -920 0 0 895 -25 -25 -25 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 0.0 0.4 67.5 94.1 94.5 94.5 5.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 6 0 1 20 26 26 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,185 COMMITMENTS 0 625 25 18,845 18,250 18,870 18,900 2,315 2,285 CHANGES FROM 03/28/17 (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 3.0 0.1 89.0 86.1 89.1 89.2 10.9 10.8 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 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,300 COMMITMENTS 1,500 75 0 17,930 19,510 19,430 19,585 870 715 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 0.4 0.0 88.3 96.1 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 13 19 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,745 COMMITMENTS 0 4,915 25 34,570 29,655 34,595 34,595 6,150 6,150 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 700) 0 700 0 700 0 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 12.1 0.1 84.8 72.8 84.9 84.9 15.1 15.1 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 04/04/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,450 COMMITMENTS 0 2,825 0 26,165 23,340 26,165 26,165 4,285 4,285 CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 80) 0 0 0 -150 -150 -150 -150 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 85.9 76.7 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 18 17 19
Updated April 7, 2017