ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,007 COMMITMENTS 0 0 0 36,537 36,597 36,537 36,597 2,470 2,410 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 630) 0 0 0 610 610 610 610 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.7 93.8 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 15 18 15 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,605 COMMITMENTS 0 0 0 33,695 33,785 33,695 33,785 1,910 1,820 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 630) 0 0 0 610 610 610 610 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.6 94.9 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 11 19 11 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,789 COMMITMENTS 0 1,100 0 29,871 28,771 29,871 29,871 3,918 3,918 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 730) 0 0 0 730 730 730 730 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 88.4 85.1 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 12 16 12 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,784 COMMITMENTS 0 1,100 0 28,756 27,536 28,756 28,636 3,028 3,148 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 805) 0 0 0 805 805 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.5 0.0 90.5 86.6 90.5 90.1 9.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 11 17 11 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,045 COMMITMENTS 100 15,700 0 37,195 21,765 37,295 37,465 2,750 2,580 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,200) 0 950 0 600 -350 600 600 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 39.2 0.0 92.9 54.4 93.1 93.6 6.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 5 0 19 14 20 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,190 COMMITMENTS 100 13,045 25 37,490 24,715 37,615 37,785 2,575 2,405 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,200) 0 950 0 600 -350 600 600 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 32.5 0.1 93.3 61.5 93.6 94.0 6.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 1 18 14 20 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,395 COMMITMENTS 875 1,620 525 41,630 40,885 43,030 43,030 1,365 1,365 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 250) 150 50 0 300 250 450 300 -200 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.6 1.2 93.8 92.1 96.9 96.9 3.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 15 15 18 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,185 COMMITMENTS 925 1,445 525 37,700 37,200 39,150 39,170 1,035 1,015 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 300) 150 50 0 350 300 500 350 -200 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.6 1.3 93.8 92.6 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 1 16 12 19 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,300 COMMITMENTS 100 9,845 0 30,270 20,615 30,370 30,460 930 840 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 31.5 0.0 96.7 65.9 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 13 17 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,840 COMMITMENTS 0 8,785 0 28,055 19,360 28,055 28,145 785 695 CHANGES FROM 07/18/17 (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 30.5 0.0 97.3 67.1 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 10 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,535 COMMITMENTS 1,050 150 305 20,180 21,690 21,535 22,145 2,000 1,390 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 50) -30 20 30 0 -50 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.6 1.3 85.7 92.2 91.5 94.1 8.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 3 11 10 16 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,110 COMMITMENTS 940 130 205 19,310 20,670 20,455 21,005 1,655 1,105 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -50 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.6 0.9 87.3 93.5 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 12 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,180 COMMITMENTS 9,770 1,525 75 27,700 35,970 37,545 37,570 1,635 1,610 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 710) 750 0 -50 250 1,000 950 950 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.9 0.2 70.7 91.8 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 18 11 21 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,505 COMMITMENTS 4,655 1,280 20 22,450 26,115 27,125 27,415 2,380 2,090 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 535) 600 0 0 175 775 775 775 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 4.3 0.1 76.1 88.5 91.9 92.9 8.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 15 13 17 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,995 COMMITMENTS 17,420 425 1,305 85,740 102,710 104,465 104,440 11,530 11,555 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,355) 350 200 175 925 1,225 1,450 1,600 -95 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 0.4 1.1 73.9 88.5 90.1 90.0 9.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 2 3 24 25 29 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,715 COMMITMENTS 17,855 500 755 73,615 90,925 92,225 92,180 10,490 10,535 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,725) 400 150 175 960 1,360 1,535 1,685 190 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 0.5 0.7 71.7 88.5 89.8 89.7 10.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 3 22 26 27 31 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,410 COMMITMENTS 650 700 0 17,335 17,375 17,985 18,075 2,425 2,335 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 0 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.4 0.0 84.9 85.1 88.1 88.6 11.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 16 15 18 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 2,525 0 0 16,460 19,195 18,985 19,195 1,035 825 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.0 0.0 82.2 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 14 18 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,995 COMMITMENTS 5,350 1,250 0 9,165 13,265 14,515 14,515 1,480 1,480 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 7.8 0.0 57.3 82.9 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 12 12 13 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,970 COMMITMENTS 50 3,975 150 41,850 38,045 42,050 42,170 6,920 6,800 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 1,975) 0 0 0 1,975 1,975 1,975 1,975 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.1 0.3 85.5 77.7 85.9 86.1 14.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 20 22 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/25/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,435 COMMITMENTS 600 2,250 0 28,450 26,800 29,050 29,050 5,385 5,385 CHANGES FROM 07/18/17 (CHANGE IN OPEN INTEREST: 2,140) 0 0 0 1,550 1,550 1,550 1,550 590 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 6.5 0.0 82.6 77.8 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 19 20 20
Updated July 28, 2017