ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,697 COMMITMENTS 0 0 0 33,092 33,272 33,092 33,272 3,605 3,425 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 0 -100 0 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.2 90.7 90.2 90.7 9.8 9.3 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,375 COMMITMENTS 0 0 0 30,960 31,165 30,960 31,165 3,415 3,210 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 0 -100 0 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.1 90.7 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 12 19 12 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,617 COMMITMENTS 0 1,300 0 28,843 27,493 28,843 28,793 3,774 3,824 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 595) 0 300 0 475 145 475 445 120 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 88.4 84.3 88.4 88.3 11.6 11.7 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,158 COMMITMENTS 0 1,300 0 28,130 26,680 28,130 27,980 3,028 3,178 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 715) 0 300 0 475 145 475 445 240 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.2 0.0 90.3 85.6 90.3 89.8 9.7 10.2 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,070 COMMITMENTS 300 14,630 0 35,315 21,345 35,615 35,975 4,455 4,095 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 65) 0 60 0 -145 -115 -145 -55 210 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 36.5 0.0 88.1 53.3 88.9 89.8 11.1 10.2 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,305 COMMITMENTS 300 12,300 25 35,670 24,015 35,995 36,340 4,310 3,965 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 60) 0 60 0 -85 -70 -85 -10 145 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 30.5 0.1 88.5 59.6 89.3 90.2 10.7 9.8 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,405 COMMITMENTS 875 1,755 500 41,895 40,915 43,270 43,170 1,135 1,235 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 300) 0 75 0 275 100 275 175 25 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 4.0 1.1 94.3 92.1 97.4 97.2 2.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 15 16 18 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,805 COMMITMENTS 900 1,830 500 38,705 37,820 40,105 40,150 700 655 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 320) 0 75 0 295 245 295 320 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 4.5 1.2 94.9 92.7 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 15 14 18 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| 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 28,345 19,420 28,395 28,485 975 885 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -75 -70 -75 -70 75 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 30.9 0.0 96.5 66.1 96.7 97.0 3.3 3.0 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 09/05/17 | --------------------------------------------------------------| 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 26,525 18,560 26,525 26,690 830 665 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -80 0 -80 0 80 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.7 0.0 97.0 67.8 97.0 97.6 3.0 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 525 370 280 18,860 19,530 19,665 20,180 2,850 2,335 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 45 0 0 -135 0 -90 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.6 1.2 83.8 86.7 87.3 89.6 12.7 10.4 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,780 COMMITMENTS 400 245 340 18,525 19,150 19,265 19,735 2,515 2,045 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 5) 0 45 -10 0 -110 -10 -75 15 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 1.1 1.6 85.1 87.9 88.5 90.6 11.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 10 17 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,960 COMMITMENTS 10,105 1,125 225 26,980 36,065 37,310 37,415 1,650 1,545 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 595) 275 0 0 190 545 465 545 130 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 2.9 0.6 69.3 92.6 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 20 12 24 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,425 COMMITMENTS 6,000 1,045 175 22,030 26,990 28,205 28,210 2,220 2,215 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 695) 325 0 0 290 595 615 595 80 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 3.4 0.6 72.4 88.7 92.7 92.7 7.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 18 13 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,260 COMMITMENTS 15,850 625 1,090 83,005 98,205 99,945 99,920 11,315 11,340 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 805) -120 -25 0 600 505 480 480 325 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 0.6 1.0 74.6 88.3 89.8 89.8 10.2 10.2 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,310 COMMITMENTS 16,000 525 890 72,165 87,595 89,055 89,010 9,255 9,300 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 740) -145 0 0 650 505 505 505 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 0.5 0.9 73.4 89.1 90.6 90.5 9.4 9.5 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,690 COMMITMENTS 550 750 0 16,595 16,550 17,145 17,300 2,545 2,390 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 110) 0 0 0 60 110 60 110 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.8 0.0 84.3 84.1 87.1 87.9 12.9 12.1 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,400 COMMITMENTS 2,375 0 0 15,575 18,205 17,950 18,205 1,450 1,195 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 200) 0 0 0 125 175 125 175 75 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.0 0.0 80.3 93.8 92.5 93.8 7.5 6.2 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,085 COMMITMENTS 5,200 850 0 9,205 13,630 14,405 14,480 1,680 1,605 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -100 -25 -100 -25 100 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 5.3 0.0 57.2 84.7 89.6 90.0 10.4 10.0 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 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,965 COMMITMENTS 50 2,850 625 43,755 41,225 44,430 44,700 7,535 7,265 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 250) 0 -300 250 -150 300 100 250 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 5.5 1.2 84.2 79.3 85.5 86.0 14.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 2 1 20 19 22 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,780 COMMITMENTS 300 1,175 150 28,800 28,050 29,250 29,375 5,530 5,405 CHANGES FROM 08/29/17 (CHANGE IN OPEN INTEREST: 75) 0 -300 75 -55 250 20 25 55 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.4 0.4 82.8 80.6 84.1 84.5 15.9 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 1 1 20 23 22 24
Updated September 8, 2017