ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,542 COMMITMENTS 0 0 0 33,567 33,567 33,567 33,567 1,975 1,975 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 2,405) 0 0 0 2,365 2,380 2,365 2,380 40 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.4 94.4 94.4 94.4 5.6 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 15 15 15 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,775 COMMITMENTS 0 0 0 30,545 30,440 30,545 30,440 1,230 1,335 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: 2,410) 0 0 0 2,420 2,440 2,420 2,440 -10 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.1 95.8 96.1 95.8 3.9 4.2 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,622 COMMITMENTS 0 600 0 32,787 32,187 32,787 32,787 3,835 3,835 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,698) 0 -125 0 -2,265 -1,990 -2,265 -2,115 -433 -583 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 0.0 89.5 87.9 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 20 14 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,540 COMMITMENTS 0 600 0 30,738 28,798 30,738 29,398 3,802 5,142 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,276) 0 -125 0 -1,905 -2,970 -1,905 -3,095 -371 819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 89.0 83.4 89.0 85.1 11.0 14.9 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,265 COMMITMENTS 75 22,750 270 37,415 15,060 37,760 38,080 1,505 1,185 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,580) 0 -2,300 -135 -2,180 90 -2,315 -2,345 -265 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 57.9 0.7 95.3 38.4 96.2 97.0 3.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 2 15 16 18 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,450 COMMITMENTS 0 18,265 340 35,895 17,860 36,235 36,465 1,215 985 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,975) 0 -2,310 -170 -1,665 625 -1,835 -1,855 -140 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 48.8 0.9 95.8 47.7 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 6 2 15 15 17 21 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,875 COMMITMENTS 1,885 1,820 620 37,190 37,285 39,695 39,725 1,180 1,150 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -698) -2,680 15 535 1,740 -973 -405 -423 -293 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.5 1.5 91.0 91.2 97.1 97.2 2.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 19 13 24 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,295 COMMITMENTS 2,135 1,995 620 33,095 33,295 35,850 35,910 1,445 1,385 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,095) -2,380 15 535 -95 -2,515 -1,940 -1,965 -155 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 5.3 1.7 88.7 89.3 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 19 13 23 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,410 COMMITMENTS 0 11,775 0 35,040 23,375 35,040 35,150 370 260 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,980) 0 -1,780 0 -1,865 -205 -1,865 -1,985 -115 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 33.3 0.0 99.0 66.0 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 17 11 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,375 COMMITMENTS 0 10,675 0 31,775 21,210 31,775 31,885 600 490 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,305) 0 -1,480 0 -1,320 160 -1,320 -1,320 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 33.0 0.0 98.1 65.5 98.1 98.5 1.9 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 15 10 15 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,080 COMMITMENTS 1,225 130 205 23,965 25,060 25,395 25,395 1,685 1,685 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,290) 40 0 -65 -1,120 -1,065 -1,145 -1,130 -145 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.5 0.8 88.5 92.5 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 13 21 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,375 COMMITMENTS 1,345 130 305 23,420 24,635 25,070 25,070 1,305 1,305 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,380) -210 0 -115 -945 -1,140 -1,270 -1,255 -110 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 0.5 1.2 88.8 93.4 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 3 17 12 23 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,937 COMMITMENTS 5,535 1,775 450 26,710 30,495 32,695 32,720 1,242 1,217 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -2,227) -685 -125 -50 -1,120 -1,560 -1,855 -1,735 -372 -492 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 5.2 1.3 78.7 89.9 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 18 11 22 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,385 COMMITMENTS 1,325 1,565 110 22,725 22,705 24,160 24,380 2,225 2,005 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -1,070) -145 -125 0 -985 -1,020 -1,130 -1,145 60 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.9 0.4 86.1 86.1 91.6 92.4 8.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 1 17 11 19 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 121,210 COMMITMENTS 27,050 175 200 84,845 111,695 112,095 112,070 9,115 9,140 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -4,483) -3,210 25 -100 -1,818 -5,053 -5,128 -5,128 645 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 0.1 0.2 70.0 92.1 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 1 22 24 27 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 106,005 COMMITMENTS 26,520 0 300 72,460 98,940 99,280 99,240 6,725 6,765 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -4,365) -2,835 0 -125 -2,085 -4,935 -5,045 -5,060 680 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 0.0 0.3 68.4 93.3 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,330 COMMITMENTS 600 600 25 17,490 17,535 18,115 18,160 2,215 2,170 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -855) 600 -25 0 -1,355 -715 -755 -740 -100 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 3.0 0.1 86.0 86.3 89.1 89.3 10.9 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 1 18 15 20 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,310 COMMITMENTS 2,100 50 0 16,340 18,565 18,440 18,615 870 695 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -990) 600 -25 0 -1,590 -945 -990 -970 0 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.3 0.0 84.6 96.1 95.5 96.4 4.5 3.6 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 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,850 COMMITMENTS 90 4,865 25 34,255 29,480 34,370 34,370 5,480 5,480 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -895) 90 -50 0 -315 -175 -225 -225 -670 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 12.2 0.1 86.0 74.0 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 15 17 17 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,550 COMMITMENTS 0 2,750 0 25,535 22,785 25,535 25,535 4,015 4,015 CHANGES FROM 04/04/17 (CHANGE IN OPEN INTEREST: -900) 0 -75 0 -630 -555 -630 -630 -270 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 86.4 77.1 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 16 18 16 19
Updated April 14, 2017