ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,099 COMMITMENTS 0 0 0 28,482 28,542 28,482 28,542 3,617 3,557 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -300 -300 -300 -300 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 88.7 88.9 88.7 88.9 11.3 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 14 16 14 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,575 COMMITMENTS 0 0 0 26,840 26,915 26,840 26,915 3,735 3,660 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -195 -195 -195 -195 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 87.8 88.0 87.8 88.0 12.2 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,280 COMMITMENTS 0 5,510 0 11,175 5,665 11,175 11,175 1,105 1,105 CHANGES FROM 10/10/17 (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 44.9 0.0 91.0 46.1 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 0 14 12 14 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,842 COMMITMENTS 0 2,600 0 28,762 26,102 28,762 28,702 3,080 3,140 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 5) 0 0 0 5 5 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.0 90.3 82.0 90.3 90.1 9.7 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 14 18 14 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,340 COMMITMENTS 0 2,600 0 27,969 25,249 27,969 27,849 2,371 2,491 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 65) 0 0 0 -10 -10 -10 -10 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.6 0.0 92.2 83.2 92.2 91.8 7.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 0 12 18 12 20 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,880 COMMITMENTS 100 13,035 0 29,220 16,515 29,320 29,550 4,560 4,330 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 600) 0 600 0 880 280 880 880 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 38.5 0.0 86.2 48.7 86.5 87.2 13.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 0 18 12 19 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,220 COMMITMENTS 100 11,230 0 29,515 18,615 29,615 29,845 4,605 4,375 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 600) 0 600 0 900 300 900 900 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 32.8 0.0 86.3 54.4 86.5 87.2 13.5 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 0 18 13 19 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,940 COMMITMENTS 950 1,410 425 35,970 35,460 37,345 37,295 1,595 1,645 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 200 200 200 200 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 3.6 1.1 92.4 91.1 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 14 18 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,335 COMMITMENTS 950 1,510 425 33,695 33,160 35,070 35,095 1,265 1,240 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 200 200 200 200 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 4.2 1.2 92.7 91.3 96.5 96.6 3.5 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 14 14 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,880 COMMITMENTS 0 7,580 0 24,535 16,850 24,535 24,430 1,345 1,450 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,555) 0 0 0 1,510 1,330 1,510 1,330 45 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.3 0.0 94.8 65.1 94.8 94.4 5.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 17 11 17 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,055 COMMITMENTS 0 380 230 18,240 18,475 18,470 19,085 3,585 2,970 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 190) 0 50 0 290 200 290 250 -100 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 1.0 82.7 83.8 83.7 86.5 16.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 2 12 9 14 12 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,590 COMMITMENTS 0 300 290 17,745 17,980 18,035 18,570 3,555 3,020 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 210) 0 50 0 290 200 290 250 -80 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 1.3 82.2 83.3 83.5 86.0 16.5 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 13 10 15 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,040 COMMITMENTS 11,270 1,025 125 23,710 33,980 35,105 35,130 935 910 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 2.8 0.3 65.8 94.3 97.4 97.5 2.6 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 1 19 12 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,935 COMMITMENTS 8,470 975 150 19,645 27,165 28,265 28,290 1,670 1,645 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 3.3 0.5 65.6 90.7 94.4 94.5 5.6 5.5 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 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,590 COMMITMENTS 11,640 400 1,800 78,800 89,995 92,240 92,195 9,350 9,395 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -50) 805 0 -105 -770 35 -70 -70 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.4 1.8 77.6 88.6 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 25 24 30 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,320 COMMITMENTS 11,485 400 1,285 69,440 80,520 82,210 82,205 9,110 9,115 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -300) 805 0 -105 -1,065 -220 -365 -325 65 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.4 1.4 76.0 88.2 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 3 2 22 24 26 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,155 COMMITMENTS 1,200 750 0 14,560 15,145 15,760 15,895 2,395 2,260 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 345) 0 0 0 345 345 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 4.1 0.0 80.2 83.4 86.8 87.6 13.2 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 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 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,260 COMMITMENTS 2,475 0 0 14,665 17,335 17,140 17,335 1,120 925 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 55 55 55 55 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 0.0 0.0 80.3 94.9 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 0 17 14 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,775 COMMITMENTS 0 3,600 600 42,135 38,655 42,735 42,855 7,040 6,920 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 65) 0 0 0 75 75 75 75 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.2 1.2 84.7 77.7 85.9 86.1 14.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 18 19 19 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,790 COMMITMENTS 300 1,125 225 25,905 25,200 26,430 26,550 5,360 5,240 CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -425 -425 -425 -425 390 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 3.5 0.7 81.5 79.3 83.1 83.5 16.9 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 19 21 21 23
Updated October 20, 2017