ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,847 COMMITMENTS 0 0 0 33,072 33,152 33,072 33,152 2,775 2,695 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -300) 0 0 0 -300 -300 -300 -300 0 0 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,525 COMMITMENTS 0 0 0 31,095 31,200 31,095 31,200 2,430 2,325 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -75) 0 0 0 -225 -225 -225 -225 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 92.8 93.1 92.8 93.1 7.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 19 14 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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 08/15/17 (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 3.1 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 08/22/17 | --------------------------------------------------------------| 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 08/15/17 (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 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,945 COMMITMENTS 300 14,570 0 35,460 21,460 35,760 36,030 4,185 3,915 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 165) 0 180 0 -50 -110 -50 70 215 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 36.5 0.0 88.8 53.7 89.5 90.2 10.5 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 0 19 14 21 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,185 COMMITMENTS 300 12,240 25 35,755 24,085 36,080 36,350 4,105 3,835 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 165) 0 180 0 -50 -110 -50 70 215 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 30.5 0.1 89.0 59.9 89.8 90.5 10.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 5 1 18 14 21 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,795 COMMITMENTS 875 1,680 500 41,330 40,525 42,705 42,705 1,090 1,090 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 25) 0 -25 0 25 50 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.8 1.1 94.4 92.5 97.5 97.5 2.5 2.5 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,975 COMMITMENTS 900 1,755 500 37,900 37,065 39,300 39,320 675 655 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 100) 0 -25 0 100 125 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 4.4 1.3 94.8 92.7 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 1 16 13 19 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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 08/15/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 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 08/22/17 | --------------------------------------------------------------| 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 08/15/17 (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 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 525 275 280 18,865 19,715 19,670 20,270 2,845 2,245 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.2 1.2 83.8 87.6 87.4 90.0 12.6 10.0 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,645 COMMITMENTS 405 155 345 18,225 19,000 18,975 19,500 2,670 2,145 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 0.7 1.6 84.2 87.8 87.7 90.1 12.3 9.9 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,890 COMMITMENTS 9,355 1,125 225 26,790 35,045 36,370 36,395 1,520 1,495 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 360) -20 0 0 165 145 145 145 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 3.0 0.6 70.7 92.5 96.0 96.1 4.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 19 12 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,255 COMMITMENTS 5,200 1,045 175 21,740 25,920 27,115 27,140 2,140 2,115 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 530) 225 0 0 125 350 350 350 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 3.6 0.6 74.3 88.6 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 17 13 21 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,110 COMMITMENTS 16,395 650 1,090 81,850 97,570 99,335 99,310 10,775 10,800 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 25) 175 0 -135 -95 80 -55 -55 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 0.6 1.0 74.3 88.6 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 3 24 26 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,720 COMMITMENTS 16,570 525 890 70,960 86,960 88,420 88,375 9,300 9,345 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -500) -45 25 -125 -200 -270 -370 -370 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 0.5 0.9 72.6 89.0 90.5 90.4 9.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 2 22 27 27 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,580 COMMITMENTS 550 750 0 16,535 16,440 17,085 17,190 2,495 2,390 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.8 0.0 84.4 84.0 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 15 20 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,200 COMMITMENTS 2,325 0 0 15,650 18,180 17,975 18,180 1,225 1,020 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 70) 0 0 0 20 20 20 20 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 0.0 0.0 81.5 94.7 93.6 94.7 6.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 18 14 20 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| 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 08/15/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,835 COMMITMENTS 50 3,450 250 44,080 40,800 44,380 44,500 7,455 7,335 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 745) 0 -300 125 545 845 670 670 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.7 0.5 85.0 78.7 85.6 85.8 14.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 18 22 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,355 COMMITMENTS 300 1,775 0 28,505 27,150 28,805 28,925 5,550 5,430 CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 700) 0 0 0 650 650 650 650 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 5.2 0.0 83.0 79.0 83.8 84.2 16.2 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 0 20 21 21 22
Updated August 25, 2017