ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,525 COMMITMENTS 0 0 0 25,735 25,805 25,735 25,805 3,790 3,720 CHANGES FROM 11/07/17 (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 0.0 0.0 87.2 87.4 87.2 87.4 12.8 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 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 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,544 COMMITMENTS 0 2,850 0 27,675 24,655 27,675 27,505 2,869 3,039 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 150 240 150 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 90.6 80.7 90.6 90.1 9.4 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 14 20 14 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,422 COMMITMENTS 0 2,850 0 27,241 24,181 27,241 27,031 2,181 2,391 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 215) 0 0 0 215 125 215 125 0 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 0.0 92.6 82.2 92.6 91.9 7.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 0 12 20 12 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,485 COMMITMENTS 0 12,270 0 27,690 15,630 27,690 27,900 2,795 2,585 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -245) 0 -900 0 25 925 25 25 -270 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.2 0.0 90.8 51.3 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 5 0 20 12 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,880 COMMITMENTS 0 11,190 0 28,115 17,135 28,115 28,325 2,765 2,555 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -240) 0 -300 0 65 365 65 65 -305 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.2 0.0 91.0 55.5 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 20 13 20 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,015 COMMITMENTS 775 970 400 33,665 33,435 34,840 34,805 2,175 2,210 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 150) 0 0 0 -100 -100 -100 -100 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 2.6 1.1 90.9 90.3 94.1 94.0 5.9 6.0 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 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,060 COMMITMENTS 775 1,020 400 30,950 30,720 32,125 32,140 1,935 1,920 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -300 -300 -300 -300 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 3.0 1.2 90.9 90.2 94.3 94.4 5.7 5.6 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 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,565 COMMITMENTS 0 6,825 0 22,210 15,275 22,210 22,100 2,355 2,465 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 355) 0 0 0 135 135 135 135 220 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.8 0.0 90.4 62.2 90.4 90.0 9.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 18 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,215 COMMITMENTS 40 180 190 18,125 18,995 18,355 19,365 3,860 2,850 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -80) 0 0 0 20 150 20 150 -100 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.8 0.9 81.6 85.5 82.6 87.2 17.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 12 13 14 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,820 COMMITMENTS 110 180 180 17,235 17,745 17,525 18,105 3,295 2,715 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -170) 0 0 0 -55 -45 -55 -45 -115 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.9 0.9 82.8 85.2 84.2 87.0 15.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 12 13 14 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,110 COMMITMENTS 11,900 950 0 23,185 34,165 35,085 35,115 1,025 995 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 505) 775 0 0 -270 505 505 505 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.0 2.6 0.0 64.2 94.6 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 0 21 12 24 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,980 COMMITMENTS 9,815 850 75 19,380 28,375 29,270 29,300 1,710 1,680 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 245) 525 0 0 -280 245 245 245 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 2.7 0.2 62.6 91.6 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 21 12 25 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,585 COMMITMENTS 9,095 225 2,255 79,560 88,145 90,910 90,625 7,675 7,960 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,410) -1,675 0 350 2,800 885 1,475 1,235 -65 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 0.2 2.3 80.7 89.4 92.2 91.9 7.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 23 27 28 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,945 COMMITMENTS 8,885 250 1,735 70,485 79,075 81,105 81,060 5,840 5,885 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,060) -825 0 175 2,145 1,320 1,495 1,495 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.3 2.0 81.1 90.9 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 22 26 26 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,805 COMMITMENTS 800 750 0 13,770 13,970 14,570 14,720 2,235 2,085 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 4.5 0.0 81.9 83.1 86.7 87.6 13.3 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 18 15 19 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,260 COMMITMENTS 2,125 0 0 13,910 16,225 16,035 16,225 1,225 1,035 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 0.0 0.0 80.6 94.0 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 0 0 19 14 20 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 3,500 550 41,190 37,810 41,740 41,860 6,365 6,245 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -175) 0 0 0 100 100 100 100 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.3 1.1 85.6 78.6 86.8 87.0 13.2 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 1 21 19 22 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,225 COMMITMENTS 300 875 225 24,475 24,020 25,000 25,120 5,225 5,105 CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -300) 0 0 0 70 70 70 70 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.9 0.7 81.0 79.5 82.7 83.1 17.3 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 21 22 23
Updated November 17, 2017