ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,147 COMMITMENTS 0 0 0 33,372 33,452 33,372 33,452 2,775 2,695 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,860) 0 0 0 -3,165 -3,145 -3,165 -3,145 305 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.3 92.5 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 18 17 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,600 COMMITMENTS 0 0 0 31,320 31,425 31,320 31,425 2,280 2,175 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,015) 0 0 0 -2,425 -2,410 -2,425 -2,410 410 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.2 93.5 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 13 19 13 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,022 COMMITMENTS 0 1,000 0 28,368 27,348 28,368 28,348 3,654 3,674 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,962) 0 -100 0 -1,698 -1,618 -1,698 -1,718 -264 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.0 88.6 85.4 88.6 88.5 11.4 11.5 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,443 COMMITMENTS 0 1,000 0 27,655 26,535 27,655 27,535 2,788 2,908 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,641) 0 -100 0 -1,401 -1,301 -1,401 -1,401 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 90.8 87.2 90.8 90.4 9.2 9.6 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,330 COMMITMENTS 100 14,365 0 34,935 20,820 35,035 35,185 3,295 3,145 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,840) 0 -1,335 0 -2,435 -1,120 -2,435 -2,455 595 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 37.5 0.0 91.1 54.3 91.4 91.8 8.6 8.2 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,620 COMMITMENTS 100 12,110 25 35,230 23,370 35,355 35,505 3,265 3,115 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,695) 0 -935 0 -2,385 -1,470 -2,385 -2,405 690 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 31.4 0.1 91.2 60.5 91.5 91.9 8.5 8.1 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,345 COMMITMENTS 875 1,630 500 40,925 40,170 42,300 42,300 1,045 1,045 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,825) 0 -140 -25 -1,600 -1,460 -1,625 -1,625 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.8 1.2 94.4 92.7 97.6 97.6 2.4 2.4 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 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,440 COMMITMENTS 900 1,705 500 37,365 36,580 38,765 38,785 675 655 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,070) -25 10 -25 -785 -820 -835 -835 -235 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 4.3 1.3 94.7 92.7 98.3 98.3 1.7 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 1 16 12 19 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,370 COMMITMENTS 50 9,065 0 28,420 19,490 28,470 28,555 900 815 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,530) -50 -780 0 -2,450 -1,725 -2,500 -2,505 -30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 30.9 0.0 96.8 66.4 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 14 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,355 COMMITMENTS 0 8,130 0 26,605 18,560 26,605 26,690 750 665 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,085) 0 -655 0 -2,050 -1,400 -2,050 -2,055 -35 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.7 0.0 97.3 67.8 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 11 16 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,365 COMMITMENTS 525 200 280 18,890 19,815 19,695 20,295 2,670 2,070 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,415) -525 50 -25 -1,410 -1,995 -1,960 -1,970 545 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 0.9 1.3 84.5 88.6 88.1 90.7 11.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 11 10 16 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,505 COMMITMENTS 480 155 280 18,175 19,025 18,935 19,460 2,570 2,045 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -895) -385 25 10 -1,300 -1,735 -1,675 -1,700 780 805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 0.7 1.3 84.5 88.5 88.0 90.5 12.0 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 3 12 10 17 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,405 COMMITMENTS 9,425 1,325 50 26,550 34,675 36,025 36,050 1,380 1,355 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,250) -720 -200 -25 -1,450 -1,970 -2,195 -2,195 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 3.5 0.1 71.0 92.7 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 19 11 23 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,525 COMMITMENTS 4,975 1,245 0 21,345 25,345 26,320 26,590 2,205 1,935 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,380) -5 -35 -20 -1,205 -1,195 -1,230 -1,250 -150 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 4.4 0.0 74.8 88.9 92.3 93.2 7.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 0 16 13 19 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,350 COMMITMENTS 16,195 450 1,175 81,330 97,050 98,700 98,675 10,650 10,675 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -7,785) -1,050 -25 -305 -5,705 -6,730 -7,060 -7,060 -725 -725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.4 1.1 74.4 88.8 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 2 3 24 26 29 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,610 COMMITMENTS 16,715 300 995 70,270 86,640 87,980 87,935 9,630 9,675 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -5,790) -1,165 -225 80 -4,035 -4,975 -5,120 -5,120 -670 -670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 0.3 1.0 72.0 88.8 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 3 22 27 27 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,380 COMMITMENTS 550 700 0 16,465 16,420 17,015 17,120 2,365 2,260 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -1,030) -100 0 0 -870 -955 -970 -955 -60 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.6 0.0 85.0 84.7 87.8 88.3 12.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 17 15 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,130 COMMITMENTS 2,325 0 0 15,630 18,160 17,955 18,160 1,175 970 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -890) -200 0 0 -830 -1,035 -1,030 -1,035 140 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 0.0 81.7 94.9 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 17 14 19 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,995 COMMITMENTS 5,200 850 0 9,265 13,615 14,465 14,465 1,530 1,530 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: 0) -150 -400 0 200 450 50 50 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 5.3 0.0 57.9 85.1 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 13 12 14 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,275 COMMITMENTS 50 3,850 125 40,670 36,990 40,845 40,965 7,430 7,310 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -635) 0 -125 -25 -1,120 -995 -1,145 -1,145 510 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 8.0 0.3 84.2 76.6 84.6 84.9 15.4 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 19 22 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,995 COMMITMENTS 300 1,775 0 27,555 26,200 27,855 27,975 5,140 5,020 CHANGES FROM 08/01/17 (CHANGE IN OPEN INTEREST: -2,030) -300 -475 0 -1,485 -1,190 -1,785 -1,665 -245 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 5.4 0.0 83.5 79.4 84.4 84.8 15.6 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 19 21 20 22
Updated August 11, 2017