ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,842 COMMITMENTS 0 0 0 33,932 33,932 33,932 33,932 1,910 1,910 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 300) 0 0 0 365 365 365 365 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.7 94.7 94.7 94.7 5.3 5.3 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,155 COMMITMENTS 0 0 0 30,965 30,860 30,965 30,860 1,190 1,295 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 380) 0 0 0 420 420 420 420 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.3 96.0 96.3 96.0 3.7 4.0 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,197 COMMITMENTS 0 1,200 0 33,362 32,162 33,362 33,362 3,835 3,835 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 575) 0 600 0 575 -25 575 575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.0 89.7 86.5 89.7 89.7 10.3 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 14 20 14 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,040 COMMITMENTS 0 1,200 0 31,238 29,898 31,238 31,098 3,802 3,942 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 500) 0 600 0 500 1,100 500 1,700 0 -1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 89.1 85.3 89.1 88.8 10.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 12 19 12 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,250 COMMITMENTS 75 22,380 445 38,295 16,220 38,815 39,045 1,435 1,205 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 985) 0 -370 175 880 1,160 1,055 965 -70 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 55.6 1.1 95.1 40.3 96.4 97.0 3.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 3 16 16 20 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,535 COMMITMENTS 0 18,020 465 36,820 19,030 37,285 37,515 1,250 1,020 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,085) 0 -245 125 925 1,170 1,050 1,050 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 46.8 1.2 95.5 49.4 96.8 97.4 3.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 6 3 15 15 18 21 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,920 COMMITMENTS 1,885 1,895 620 37,180 37,200 39,685 39,715 1,235 1,205 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 45) 0 75 0 -10 -85 -10 -10 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 4.6 1.5 90.9 90.9 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 19 13 24 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,020 COMMITMENTS 1,835 1,870 620 33,235 33,260 35,690 35,750 1,330 1,270 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -275) -300 -125 0 140 -35 -160 -160 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.1 1.7 89.8 89.8 96.4 96.6 3.6 3.4 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,710 COMMITMENTS 0 11,975 0 35,340 23,475 35,340 35,450 370 260 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 300) 0 200 0 300 100 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 33.5 0.0 99.0 65.7 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,500 COMMITMENTS 0 10,700 0 31,900 21,310 31,900 32,010 600 490 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 125) 0 25 0 125 100 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 32.9 0.0 98.2 65.6 98.2 98.5 1.8 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,080 COMMITMENTS 925 130 205 24,265 25,060 25,395 25,395 1,685 1,685 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 0) -300 0 0 300 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 0.5 0.8 89.6 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 04/18/17 | --------------------------------------------------------------| 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 04/11/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,717 COMMITMENTS 5,535 1,775 450 27,425 31,210 33,410 33,435 1,307 1,282 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 780) 0 0 0 715 715 715 715 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.1 1.3 79.0 89.9 96.2 96.3 3.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 17 11 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,975 COMMITMENTS 1,325 1,565 110 23,235 23,215 24,670 24,890 2,305 2,085 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 590) 0 0 0 510 510 510 510 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 5.8 0.4 86.1 86.1 91.5 92.3 8.5 7.7 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 121,570 COMMITMENTS 27,555 175 200 85,305 112,660 113,060 113,035 8,510 8,535 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 360) 505 0 0 460 965 965 965 -605 -605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 0.1 0.2 70.2 92.7 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 1 23 24 28 26 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,370 COMMITMENTS 26,775 0 300 72,305 99,055 99,380 99,355 5,990 6,015 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -635) 255 0 0 -155 115 100 115 -735 -750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 0.0 0.3 68.6 94.0 94.3 94.3 5.7 5.7 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,570 COMMITMENTS 600 600 25 17,730 17,775 18,355 18,400 2,215 2,170 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.9 0.1 86.2 86.4 89.2 89.5 10.8 10.5 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 04/18/17 | --------------------------------------------------------------| 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 04/11/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 04/18/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,680 COMMITMENTS 180 4,865 25 36,175 31,490 36,380 36,380 5,300 5,300 CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,830) 90 0 0 1,920 2,010 2,010 2,010 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 11.7 0.1 86.8 75.6 87.3 87.3 12.7 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 15 19 17 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/17 | --------------------------------------------------------------| 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 04/11/17 (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 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 21, 2017