ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,692 COMMITMENTS 0 0 0 33,782 33,782 33,782 33,782 1,910 1,910 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 94.6 94.6 94.6 5.4 5.4 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,005 COMMITMENTS 0 0 0 30,815 30,710 30,815 30,710 1,190 1,295 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -150) 0 0 0 -150 -150 -150 -150 0 0 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 04/25/17 | --------------------------------------------------------------| 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 04/18/17 (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 3.2 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,990 COMMITMENTS 0 1,200 0 31,188 29,848 31,188 31,048 3,802 3,942 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 89.1 85.3 89.1 88.7 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,720 COMMITMENTS 75 20,180 660 39,815 19,940 40,550 40,780 1,170 940 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,470) 0 -2,200 215 1,520 3,720 1,735 1,735 -265 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 48.4 1.6 95.4 47.8 97.2 97.7 2.8 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 3 17 16 21 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,830 COMMITMENTS 0 16,020 665 38,180 22,390 38,845 39,075 985 755 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,295) 0 -2,000 200 1,360 3,360 1,560 1,560 -265 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.2 1.7 95.9 56.2 97.5 98.1 2.5 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 6 3 16 17 19 23 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,005 COMMITMENTS 1,885 1,970 620 39,125 39,070 41,630 41,660 1,375 1,345 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 2,085) 0 75 0 1,945 1,870 1,945 1,945 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 4.6 1.4 91.0 90.8 96.8 96.9 3.2 3.1 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,615 COMMITMENTS 1,835 1,945 620 34,910 34,860 37,365 37,425 1,250 1,190 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,595) 0 75 0 1,675 1,600 1,675 1,675 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 5.0 1.6 90.4 90.3 96.8 96.9 3.2 3.1 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,335 COMMITMENTS 100 12,225 0 35,700 23,785 35,800 36,010 535 325 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 625) 100 250 0 360 310 460 560 165 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 33.6 0.0 98.3 65.5 98.5 99.1 1.5 0.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 16 11 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,330 COMMITMENTS 0 10,900 0 32,730 21,940 32,730 32,840 600 490 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 830) 0 200 0 830 630 830 830 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 32.7 0.0 98.2 65.8 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,930 COMMITMENTS 625 130 205 24,415 24,910 25,245 25,245 1,685 1,685 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -150) -300 0 0 150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.5 0.8 90.7 92.5 93.7 93.7 6.3 6.3 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,225 COMMITMENTS 1,045 130 305 23,570 24,485 24,920 24,920 1,305 1,305 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -150) -300 0 0 150 -150 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 0.5 1.2 89.9 93.4 95.0 95.0 5.0 5.0 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,295 COMMITMENTS 6,235 1,725 400 28,540 33,075 35,175 35,200 1,120 1,095 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,578) 700 -50 -50 1,115 1,865 1,765 1,765 -187 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 4.8 1.1 78.6 91.1 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 2 17 12 21 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,975 COMMITMENTS 1,225 1,515 210 24,255 24,185 25,690 25,910 2,285 2,065 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,000) -100 -50 100 1,020 970 1,020 1,020 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 5.4 0.8 86.7 86.5 91.8 92.6 8.2 7.4 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,595 COMMITMENTS 25,580 175 210 84,835 110,215 110,625 110,600 9,970 9,995 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -975) -1,975 0 10 -470 -2,445 -2,435 -2,435 1,460 1,460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 0.1 0.2 70.3 91.4 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 2 24 25 29 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,370 COMMITMENTS 25,400 0 300 70,320 95,695 96,020 95,995 6,350 6,375 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -3,000) -1,375 0 0 -1,985 -3,360 -3,360 -3,360 360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 0.0 0.3 68.7 93.5 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 1 20 27 26 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,220 COMMITMENTS 600 700 25 18,280 18,225 18,905 18,950 2,315 2,270 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 650) 0 100 0 550 450 550 550 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.3 0.1 86.1 85.9 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,160 COMMITMENTS 2,100 50 0 16,840 19,065 18,940 19,115 1,220 1,045 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 850) 0 0 0 500 500 500 500 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.2 0.0 83.5 94.6 93.9 94.8 6.1 5.2 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 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,710 COMMITMENTS 210 4,515 25 39,450 35,145 39,685 39,685 6,025 6,025 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 4,030) 30 -350 0 3,275 3,655 3,305 3,305 725 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.9 0.1 86.3 76.9 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 16 19 18 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,455 COMMITMENTS 0 2,750 0 25,640 23,010 25,640 25,760 3,815 3,695 CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -95) 0 0 0 105 225 105 225 -200 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 87.0 78.1 87.0 87.5 13.0 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 19 17 20
Updated April 28, 2017