ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,875 COMMITMENTS 0 0 0 25,785 25,615 25,785 25,615 4,090 4,260 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 350) 0 0 0 50 -190 50 -190 300 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.3 85.7 86.3 85.7 13.7 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,734 COMMITMENTS 0 2,850 0 27,865 24,845 27,865 27,695 2,869 3,039 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 90.7 80.8 90.7 90.1 9.3 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,612 COMMITMENTS 0 2,850 0 27,431 24,371 27,431 27,221 2,181 2,391 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 190) 0 0 0 190 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.6 0.0 92.6 82.3 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 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (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 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 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (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 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 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (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 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,365 COMMITMENTS 40 180 190 18,975 19,845 19,205 20,215 4,160 3,150 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 850 850 850 850 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 0.8 0.8 81.2 84.9 82.2 86.5 17.8 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 13 13 15 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,970 COMMITMENTS 110 180 180 18,260 18,770 18,550 19,130 3,420 2,840 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 1,025 1,025 1,025 1,025 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 0.8 0.8 83.1 85.4 84.4 87.1 15.6 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 13 13 15 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,735 COMMITMENTS 12,200 950 0 23,510 34,790 35,710 35,740 1,025 995 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 625) 300 0 0 325 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 2.6 0.0 64.0 94.7 97.2 97.3 2.8 2.7 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,430 COMMITMENTS 9,965 850 75 19,680 28,825 29,720 29,750 1,710 1,680 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 450) 150 0 0 300 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 2.7 0.2 62.6 91.7 94.6 94.7 5.4 5.3 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,970 COMMITMENTS 8,945 225 2,255 81,015 89,450 92,215 91,930 7,755 8,040 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,385) -150 0 0 1,455 1,305 1,305 1,305 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.2 2.3 81.0 89.5 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 2 24 27 29 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,510 COMMITMENTS 8,885 250 1,735 71,045 79,635 81,665 81,620 5,845 5,890 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 565) 0 0 0 560 560 560 560 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.3 2.0 81.2 91.0 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 23 26 27 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| 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 11/14/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,010 COMMITMENTS 2,125 200 0 14,610 16,725 16,735 16,925 1,275 1,085 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 750) 0 200 0 700 500 700 700 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 1.1 0.0 81.1 92.9 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 14 20 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,605 COMMITMENTS 0 3,500 550 41,190 38,710 41,740 42,760 7,865 6,845 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,500) 0 0 0 0 900 0 900 1,500 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 1.1 83.0 78.0 84.1 86.2 15.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 1 21 20 22 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,575 COMMITMENTS 300 675 325 24,675 24,420 25,300 25,420 5,275 5,155 CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 350) 0 -200 100 200 400 300 300 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.2 1.1 80.7 79.9 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 24, 2017