ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,462 COMMITMENTS 0 0 0 36,677 36,677 36,677 36,677 1,785 1,785 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,770) 0 0 0 2,895 2,895 2,895 2,895 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.4 95.4 95.4 95.4 4.6 4.6 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,770 COMMITMENTS 0 0 0 33,590 33,485 33,590 33,485 1,180 1,285 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,765) 0 0 0 2,775 2,775 2,775 2,775 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 96.3 96.6 96.3 3.4 3.7 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,572 COMMITMENTS 0 1,200 0 33,947 32,747 33,947 33,947 3,625 3,625 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 375) 0 0 0 585 585 585 585 -210 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.0 90.4 87.2 90.4 90.4 9.6 9.6 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,365 COMMITMENTS 0 1,200 0 31,748 30,408 31,748 31,608 3,617 3,757 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 375) 0 0 0 560 560 560 560 -185 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.0 89.8 86.0 89.8 89.4 10.2 10.6 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,440 COMMITMENTS 75 19,430 635 41,480 22,445 42,190 42,510 1,250 930 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,720) 0 -750 -25 1,665 2,505 1,640 1,730 80 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 44.7 1.5 95.5 51.7 97.1 97.9 2.9 2.1 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,475 COMMITMENTS 0 15,120 740 39,750 24,860 40,490 40,720 985 755 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,645) 0 -900 75 1,570 2,470 1,645 1,645 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.5 1.8 95.8 59.9 97.6 98.2 2.4 1.8 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,825 COMMITMENTS 1,885 2,045 620 39,820 39,690 42,325 42,355 1,500 1,470 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 820) 0 75 0 695 620 695 695 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.7 1.4 90.9 90.6 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 18 13 23 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,305 COMMITMENTS 1,835 2,020 620 35,530 35,405 37,985 38,045 1,320 1,260 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 690) 0 75 0 620 545 620 620 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 5.1 1.6 90.4 90.1 96.6 96.8 3.4 3.2 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 05/02/17 | --------------------------------------------------------------| 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 04/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 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 05/02/17 | --------------------------------------------------------------| 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 04/25/17 (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 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,370 COMMITMENTS 625 130 205 24,905 25,400 25,735 25,735 1,635 1,635 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 440) 0 0 0 490 490 490 490 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.5 0.7 91.0 92.8 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 16 12 21 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,595 COMMITMENTS 1,045 130 305 24,010 24,925 25,360 25,360 1,235 1,235 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 370) 0 0 0 440 440 440 440 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 0.5 1.1 90.3 93.7 95.4 95.4 4.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 3 17 11 23 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,020 COMMITMENTS 6,435 1,725 400 29,065 33,800 35,900 35,925 1,120 1,095 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 725) 200 0 0 525 725 725 725 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 4.7 1.1 78.5 91.3 97.0 97.0 3.0 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,460 COMMITMENTS 1,225 1,515 210 24,740 24,670 26,175 26,395 2,285 2,065 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 485) 0 0 0 485 485 485 485 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 5.3 0.7 86.9 86.7 92.0 92.7 8.0 7.3 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,105 COMMITMENTS 24,705 175 185 87,355 111,860 112,245 112,220 9,860 9,885 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,510) -875 0 -25 2,520 1,645 1,620 1,620 -110 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 0.1 0.2 71.5 91.6 91.9 91.9 8.1 8.1 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,000 COMMITMENTS 24,575 0 450 72,335 96,885 97,360 97,335 6,640 6,665 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,630) -825 0 150 2,015 1,190 1,340 1,340 290 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 0.0 0.4 69.6 93.2 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 2 20 27 26 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| 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 04/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/02/17 | --------------------------------------------------------------| 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 04/25/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 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 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,180 COMMITMENTS 210 4,265 25 39,620 35,565 39,855 39,855 6,325 6,325 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 470) 0 -250 0 170 420 170 170 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.2 0.1 85.8 77.0 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 16 19 18 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,000 COMMITMENTS 0 2,750 0 26,175 23,555 26,175 26,305 3,825 3,695 CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 545) 0 0 0 535 545 535 545 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.2 0.0 87.3 78.5 87.3 87.7 12.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 19 17 20
Updated May 5, 2017