ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,592 COMMITMENTS 0 0 0 36,907 36,927 36,907 36,927 1,685 1,665 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.6 95.7 95.6 95.7 4.4 4.3 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,050 COMMITMENTS 0 0 0 33,890 33,810 33,890 33,810 1,160 1,240 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 900) 0 0 0 900 900 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 96.7 96.5 96.7 96.5 3.3 3.5 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 05/16/17 | --------------------------------------------------------------| 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 05/09/17 (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 3.3 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 05/16/17 | --------------------------------------------------------------| 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 05/09/17 (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 3.6 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,420 COMMITMENTS 0 17,970 550 41,835 24,155 42,385 42,675 1,035 745 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 0) 0 -225 0 0 225 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.4 1.3 96.3 55.6 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,675 COMMITMENTS 0 14,010 545 40,250 26,450 40,795 41,005 880 670 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 0) 0 -150 0 0 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 33.6 1.3 96.6 63.5 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,390 COMMITMENTS 1,305 2,255 585 40,040 39,105 41,930 41,945 1,460 1,445 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 400) 0 195 0 400 205 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 5.2 1.3 92.3 90.1 96.6 96.7 3.4 3.3 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,975 COMMITMENTS 1,355 2,030 585 35,840 35,205 37,780 37,820 1,195 1,155 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 370) 0 45 0 370 325 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 5.2 1.5 92.0 90.3 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,325 COMMITMENTS 200 11,520 0 34,785 23,570 34,985 35,090 340 235 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 335) 100 0 0 440 440 540 440 -205 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 32.6 0.0 98.5 66.7 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 0 18 13 20 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,780 COMMITMENTS 0 10,495 0 32,260 21,870 32,260 32,365 520 415 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 235) 0 0 0 370 310 370 310 -135 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 32.0 0.0 98.4 66.7 98.4 98.7 1.6 1.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 18 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,070 COMMITMENTS 615 130 165 23,800 24,285 24,580 24,580 1,490 1,490 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 0.5 0.6 91.3 93.2 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,350 COMMITMENTS 1,035 130 215 23,125 24,030 24,375 24,375 975 975 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 145) 0 0 0 145 145 145 145 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.5 0.8 91.2 94.8 96.2 96.2 3.8 3.8 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,520 COMMITMENTS 7,750 1,500 350 29,250 35,525 37,350 37,375 1,170 1,145 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 2,555) 1,675 0 0 880 2,555 2,555 2,555 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 3.9 0.9 75.9 92.2 97.0 97.0 3.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 2 18 13 22 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,465 COMMITMENTS 1,455 1,340 130 24,490 24,930 26,075 26,400 2,390 2,065 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,020) 150 0 0 670 820 820 820 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.7 0.5 86.0 87.6 91.6 92.7 8.4 7.3 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,320 COMMITMENTS 22,305 75 85 88,510 110,715 110,900 110,875 9,420 9,445 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 785) -1,655 0 0 2,560 905 905 905 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.1 0.1 73.6 92.0 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 1 2 25 27 30 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,340 COMMITMENTS 23,535 0 150 71,395 94,905 95,080 95,055 7,260 7,285 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 255) -105 0 0 335 230 230 230 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 0.0 0.1 69.8 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,040 COMMITMENTS 600 675 25 19,010 18,995 19,635 19,695 2,405 2,345 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 750) 0 0 0 750 750 750 750 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.1 0.1 86.3 86.2 89.1 89.4 10.9 10.6 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,120 COMMITMENTS 2,100 25 0 16,895 19,165 18,995 19,190 1,125 930 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 775) 0 0 0 775 775 775 775 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 0.1 0.0 84.0 95.3 94.4 95.4 5.6 4.6 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 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,535 COMMITMENTS 230 4,240 25 41,175 37,165 41,430 41,430 6,105 6,105 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,175) 0 0 0 1,175 1,175 1,175 1,175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 8.9 0.1 86.6 78.2 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 18 19 20 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,460 COMMITMENTS 0 2,675 0 27,435 24,890 27,435 27,565 4,025 3,895 CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,290) 0 0 0 1,340 1,340 1,340 1,340 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.5 0.0 87.2 79.1 87.2 87.6 12.8 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 18 20 18 21
Updated May 19, 2017