ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,692 COMMITMENTS 0 0 0 36,007 36,027 36,007 36,027 1,685 1,665 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -770) 0 0 0 -670 -650 -670 -650 -100 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.5 95.6 95.5 95.6 4.5 4.4 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,150 COMMITMENTS 0 0 0 32,990 32,910 32,990 32,910 1,160 1,240 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -620) 0 0 0 -600 -575 -600 -575 -20 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.6 96.4 96.6 96.4 3.4 3.6 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,166 COMMITMENTS 0 1,200 0 31,897 30,697 31,897 31,897 4,269 4,269 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,406) 0 0 0 -2,050 -2,050 -2,050 -2,050 644 644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 88.2 84.9 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 14 19 14 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,301 COMMITMENTS 0 1,200 0 29,998 28,668 29,998 29,868 3,303 3,433 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,064) 0 0 0 -1,750 -1,740 -1,750 -1,740 -314 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 90.1 86.1 90.1 89.7 9.9 10.3 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,420 COMMITMENTS 0 18,195 550 41,835 23,930 42,385 42,675 1,035 745 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -20) -75 -1,235 -85 355 1,485 195 165 -215 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.9 1.3 96.3 55.1 97.6 98.3 2.4 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 2 17 16 19 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,675 COMMITMENTS 0 14,160 545 40,250 26,300 40,795 41,005 880 670 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 200) 0 -960 -195 500 1,440 305 285 -105 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 34.0 1.3 96.6 63.1 97.9 98.4 2.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 3 17 17 20 22 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,990 COMMITMENTS 1,305 2,060 585 39,640 38,900 41,530 41,545 1,460 1,445 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -835) -580 15 -35 -180 -790 -795 -810 -40 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 4.8 1.4 92.2 90.5 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 18 13 22 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,605 COMMITMENTS 1,355 1,985 585 35,470 34,880 37,410 37,450 1,195 1,155 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -700) -480 -35 -35 -60 -525 -575 -595 -125 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.1 1.5 91.9 90.4 96.9 97.0 3.1 3.0 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,990 COMMITMENTS 100 11,520 0 34,345 23,130 34,445 34,650 545 340 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,345) 0 -705 0 -1,355 -655 -1,355 -1,360 10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 32.9 0.0 98.2 66.1 98.4 99.0 1.6 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 17 11 18 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,545 COMMITMENTS 0 10,495 0 31,890 21,560 31,890 32,055 655 490 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -785) 0 -405 0 -840 -380 -840 -785 55 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 32.2 0.0 98.0 66.2 98.0 98.5 2.0 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 10 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,920 COMMITMENTS 615 130 165 23,650 24,135 24,430 24,430 1,490 1,490 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,450) -10 0 -40 -1,255 -1,265 -1,305 -1,305 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.5 0.6 91.2 93.1 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 15 12 20 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,205 COMMITMENTS 1,035 130 215 22,980 23,885 24,230 24,230 975 975 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,390) -10 0 -90 -1,030 -1,040 -1,130 -1,130 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.5 0.9 91.2 94.8 96.1 96.1 3.9 3.9 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,965 COMMITMENTS 6,075 1,500 350 28,370 32,970 34,795 34,820 1,170 1,145 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,055) -360 -225 -50 -695 -830 -1,105 -1,105 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 4.2 1.0 78.9 91.7 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 2 18 12 22 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,445 COMMITMENTS 1,305 1,340 130 23,820 24,110 25,255 25,580 2,190 1,865 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,015) 80 -175 -80 -920 -560 -920 -815 -95 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 4.9 0.5 86.8 87.8 92.0 93.2 8.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 1 17 11 19 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,535 COMMITMENTS 23,960 75 85 85,950 109,810 109,995 109,970 9,540 9,565 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -2,570) -745 -100 -100 -1,405 -2,050 -2,250 -2,250 -320 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 0.1 0.1 71.9 91.9 92.0 92.0 8.0 8.0 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,085 COMMITMENTS 23,640 0 150 71,060 94,675 94,850 94,825 7,235 7,260 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -1,915) -935 0 -300 -1,275 -2,210 -2,510 -2,510 595 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 0.0 0.1 69.6 92.7 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 1 20 27 25 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,290 COMMITMENTS 600 675 25 18,260 18,245 18,885 18,945 2,405 2,345 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 70) 0 -25 0 -20 20 -20 -5 90 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.2 0.1 85.8 85.7 88.7 89.0 11.3 11.0 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,345 COMMITMENTS 2,100 25 0 16,120 18,390 18,220 18,415 1,125 930 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: -815) 0 -25 0 -720 -675 -720 -700 -95 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.1 0.0 83.3 95.1 94.2 95.2 5.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 12 19 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,360 COMMITMENTS 230 4,240 25 40,000 35,990 40,255 40,255 6,105 6,105 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 180) 20 -25 0 380 425 400 400 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 9.1 0.1 86.3 77.6 86.8 86.8 13.2 13.2 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 05/09/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,170 COMMITMENTS 0 2,675 0 26,095 23,550 26,095 26,225 4,075 3,945 CHANGES FROM 05/02/17 (CHANGE IN OPEN INTEREST: 170) 0 -75 0 -80 -5 -80 -80 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.9 0.0 86.5 78.1 86.5 86.9 13.5 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 17 19 17 20
Updated May 12, 2017