ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,997 COMMITMENTS 0 0 0 30,782 30,762 30,782 30,762 3,215 3,235 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 170) 0 0 0 295 175 295 175 -125 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.5 90.5 90.5 90.5 9.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 17 17 17 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,055 COMMITMENTS 0 0 0 28,800 28,420 28,800 28,420 3,255 3,635 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 110) 0 0 0 230 110 230 110 -120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.8 88.7 89.8 88.7 10.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,719 COMMITMENTS 0 2,100 0 28,326 26,191 28,326 28,291 3,393 3,428 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 855) 0 600 0 970 375 970 975 -115 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.0 89.3 82.6 89.3 89.2 10.7 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 13 16 13 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,010 COMMITMENTS 0 2,100 0 27,459 25,244 27,459 27,344 2,551 2,666 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 360) 0 600 0 595 0 595 600 -235 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.0 91.5 84.1 91.5 91.1 8.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 12 17 12 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,305 COMMITMENTS 200 13,070 0 33,055 20,435 33,255 33,505 4,050 3,800 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -50) -100 0 0 50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 35.0 0.0 88.6 54.8 89.1 89.8 10.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 5 0 19 12 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,785 COMMITMENTS 200 11,215 0 33,470 22,705 33,670 33,920 4,115 3,865 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -75) -100 0 0 100 0 0 0 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 29.7 0.0 88.6 60.1 89.1 89.8 10.9 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 0 18 13 19 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,525 COMMITMENTS 875 1,625 550 39,100 38,370 40,525 40,545 1,000 980 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 75) 0 -180 75 0 180 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.9 1.3 94.2 92.4 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 15 14 19 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,985 COMMITMENTS 875 1,725 550 36,960 36,130 38,385 38,405 600 580 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 110) 0 -180 75 0 180 75 75 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 4.4 1.4 94.8 92.7 98.5 98.5 1.5 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 15 14 19 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,840 COMMITMENTS 0 8,310 0 25,970 17,740 25,970 26,050 870 790 CHANGES FROM 09/12/17 (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 31.0 0.0 96.8 66.1 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 13 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,270 COMMITMENTS 0 7,475 0 24,555 17,160 24,555 24,635 715 635 CHANGES FROM 09/12/17 (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 29.6 0.0 97.2 67.9 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 11 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,735 COMMITMENTS 0 445 255 17,560 17,710 17,815 18,410 2,920 2,325 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 235) 0 0 0 35 35 35 35 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.1 1.2 84.7 85.4 85.9 88.8 14.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 12 11 15 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,155 COMMITMENTS 50 280 315 17,235 17,515 17,600 18,110 2,555 2,045 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 155) 0 0 0 -25 -25 -25 -25 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 1.4 1.6 85.5 86.9 87.3 89.9 12.7 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 13 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,540 COMMITMENTS 9,810 1,000 275 26,295 35,130 36,380 36,405 1,160 1,135 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,005) 650 -50 50 500 1,200 1,200 1,200 -195 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 2.7 0.7 70.0 93.6 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 18 11 22 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,385 COMMITMENTS 6,695 910 250 21,640 27,450 28,585 28,610 1,800 1,775 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,305) 650 -100 75 755 1,505 1,480 1,480 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 3.0 0.8 71.2 90.3 94.1 94.2 5.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 18 12 22 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,495 COMMITMENTS 14,160 475 790 79,365 92,990 94,315 94,255 9,180 9,240 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 1,095) -980 -100 105 2,030 1,135 1,155 1,140 -60 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 0.5 0.8 76.7 89.8 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 2 22 25 27 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,295 COMMITMENTS 13,945 400 770 70,010 83,495 84,725 84,665 7,570 7,630 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 620) -930 -100 105 1,600 755 775 760 -155 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 0.4 0.8 75.9 90.5 91.8 91.7 8.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 21 25 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,615 COMMITMENTS 500 750 0 15,700 15,570 16,200 16,320 2,415 2,295 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.0 0.0 84.3 83.6 87.0 87.7 13.0 12.3 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 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,575 COMMITMENTS 2,175 0 0 15,185 17,560 17,360 17,560 1,215 1,015 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -195) 0 0 0 -75 -75 -75 -75 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 0.0 0.0 81.7 94.5 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 17 15 18 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,320 COMMITMENTS 0 2,750 600 42,450 39,820 43,050 43,170 7,270 7,150 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -295) 0 -100 0 -175 -75 -175 -175 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 1.2 84.4 79.1 85.6 85.8 14.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 18 19 19 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,575 COMMITMENTS 0 1,000 150 27,030 26,150 27,180 27,300 5,395 5,275 CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -345) 0 0 0 -550 -550 -550 -550 205 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.5 83.0 80.3 83.4 83.8 16.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 22 21 23
Updated September 22, 2017