ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,297 COMMITMENTS 0 0 0 37,947 37,967 37,947 37,967 2,350 2,330 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 525) 0 0 0 100 100 100 100 425 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.2 94.2 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 16 15 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,975 COMMITMENTS 0 0 0 34,320 34,380 34,320 34,380 1,655 1,595 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 375) 0 0 0 120 260 120 260 255 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.4 95.6 95.4 95.6 4.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 17 13 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,581 COMMITMENTS 0 1,200 0 32,297 31,097 32,297 32,297 4,284 4,284 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 65) 0 0 0 50 50 50 50 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 88.3 85.0 88.3 88.3 11.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 15 19 15 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,621 COMMITMENTS 0 1,200 0 30,293 29,093 30,293 30,293 3,328 3,328 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -80) 0 0 0 -105 -105 -105 -105 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 90.1 86.5 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 13 20 13 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,850 COMMITMENTS 0 15,345 700 40,095 25,040 40,795 41,085 1,055 765 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -910) 0 -1,700 0 -920 780 -920 -920 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.7 1.7 95.8 59.8 97.5 98.2 2.5 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 2 17 17 19 22 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,750 COMMITMENTS 0 12,785 695 40,175 27,600 40,870 41,080 880 670 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 0) 0 -450 0 0 450 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.6 1.7 96.2 66.1 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,475 COMMITMENTS 1,005 2,305 585 42,490 41,190 44,080 44,080 1,395 1,395 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,860) 0 0 0 1,865 1,865 1,865 1,865 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 5.1 1.3 93.4 90.6 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 19 15 23 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,350 COMMITMENTS 1,055 2,030 585 38,540 37,595 40,180 40,210 1,170 1,140 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 2,000) -225 0 0 2,190 1,965 1,965 1,965 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 4.9 1.4 93.2 90.9 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 20 14 24 18 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,335 COMMITMENTS 200 11,520 0 34,785 23,570 34,985 35,090 350 245 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 0 0 0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 32.6 0.0 98.4 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 05/30/17 | --------------------------------------------------------------| 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 05/23/17 (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 32.0 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,875 COMMITMENTS 415 130 165 24,535 25,180 25,115 25,475 1,760 1,400 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 335) -100 0 0 435 335 335 335 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 0.5 0.6 91.3 93.7 93.5 94.8 6.5 5.2 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,520 COMMITMENTS 585 130 215 23,320 24,135 24,120 24,480 1,400 1,040 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 30) -50 0 0 35 -15 -15 -15 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.5 0.8 91.4 94.6 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 1 3 18 11 24 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,890 COMMITMENTS 8,675 1,500 200 29,600 36,800 38,475 38,500 1,415 1,390 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 345) 50 0 0 50 100 100 100 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 3.8 0.5 74.2 92.3 96.5 96.5 3.5 3.5 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,760 COMMITMENTS 1,630 1,340 130 24,635 25,250 26,395 26,720 2,365 2,040 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 345) 0 0 0 220 220 220 220 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 4.7 0.5 85.7 87.8 91.8 92.9 8.2 7.1 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 118,930 COMMITMENTS 20,805 75 85 88,445 109,150 109,335 109,310 9,595 9,620 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -1,135) -750 0 0 -920 -1,670 -1,670 -1,670 535 535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 0.1 0.1 74.4 91.8 91.9 91.9 8.1 8.1 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,230 COMMITMENTS 23,660 0 150 70,990 94,625 94,800 94,775 7,430 7,455 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -470) 0 0 0 -835 -835 -835 -835 365 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 0.0 0.1 69.4 92.6 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 1 21 26 26 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/17 | --------------------------------------------------------------| 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 18,910 18,895 19,535 19,595 2,505 2,445 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 3.1 0.1 85.8 85.7 88.6 88.9 11.4 11.1 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 05/30/17 | --------------------------------------------------------------| 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 05/23/17 (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 0.1 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,875 COMMITMENTS 230 4,065 45 41,125 37,290 41,400 41,400 6,475 6,475 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 345) 0 -175 20 375 550 395 395 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 8.5 0.1 85.9 77.9 86.5 86.5 13.5 13.5 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 05/30/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,685 COMMITMENTS 0 2,500 0 28,015 25,645 28,015 28,145 4,670 4,540 CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 450) 0 -175 0 425 600 425 425 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 0.0 85.7 78.5 85.7 86.1 14.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 20 20 21
Updated June 2, 2017