ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,334 COMMITMENTS 0 0 0 27,337 27,157 27,337 27,157 3,997 4,177 CHANGES FROM 11/28/17 (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 86.7 87.2 86.7 12.8 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 17 13 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 0 0 0 26,045 25,875 26,045 25,875 4,090 4,260 CHANGES FROM 11/28/17 (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 86.4 85.9 86.4 85.9 13.6 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 19 12 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 12,990 COMMITMENTS 50 375 0 11,665 11,320 11,715 11,695 1,275 1,295 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 2.9 0.0 89.8 87.1 90.2 90.0 9.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 11 16 12 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| 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 27,860 24,845 27,860 27,695 2,874 3,039 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.3 0.0 90.6 80.8 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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,672 COMMITMENTS 0 2,850 0 27,486 24,431 27,486 27,281 2,186 2,391 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -5 0 -5 0 5 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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,685 COMMITMENTS 0 12,170 0 28,040 16,080 28,040 28,250 2,645 2,435 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -50) 0 -100 0 -50 50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.7 0.0 91.4 52.4 91.4 92.1 8.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 0 20 13 20 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,180 COMMITMENTS 0 11,090 0 28,565 17,675 28,565 28,765 2,615 2,415 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 50) 0 -100 0 50 140 50 40 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 35.6 0.0 91.6 56.7 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 20 14 20 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,875 COMMITMENTS 775 970 400 33,915 33,695 35,090 35,065 2,785 2,810 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 135) 0 0 0 115 125 115 125 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.6 1.1 89.5 89.0 92.6 92.6 7.4 7.4 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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,775 COMMITMENTS 775 1,020 400 31,050 30,830 32,225 32,250 2,550 2,525 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 35) 0 0 0 15 25 15 25 20 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 2.9 1.2 89.3 88.7 92.7 92.7 7.3 7.3 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 12/05/17 | --------------------------------------------------------------| 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 11/28/17 (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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,985 COMMITMENTS 0 265 230 19,380 20,080 19,610 20,575 4,375 3,410 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 670) -40 85 40 455 285 455 410 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 1.0 80.8 83.7 81.8 85.8 18.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 15 12 17 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,475 COMMITMENTS 60 255 220 18,560 18,900 18,840 19,375 3,635 3,100 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 555) -50 75 40 350 180 340 295 215 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.1 1.0 82.6 84.1 83.8 86.2 16.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 12 17 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,675 COMMITMENTS 12,550 950 0 24,100 35,730 36,650 36,680 1,025 995 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 265) 125 0 0 140 265 265 265 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 2.5 0.0 64.0 94.8 97.3 97.4 2.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 21 12 25 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,130 COMMITMENTS 10,190 850 75 20,155 29,525 30,420 30,450 1,710 1,680 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 275) 25 0 0 250 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 2.6 0.2 62.7 91.9 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 1 22 12 26 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,880 COMMITMENTS 8,695 300 2,455 82,140 90,490 93,290 93,245 7,590 7,635 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 320) 0 100 80 15 -85 95 95 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 0.3 2.4 81.4 89.7 92.5 92.4 7.5 7.6 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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,500 COMMITMENTS 8,685 250 1,895 72,200 80,590 82,780 82,735 5,720 5,765 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 230) 0 0 40 65 65 105 105 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 0.3 2.1 81.6 91.1 93.5 93.5 6.5 6.5 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 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,755 COMMITMENTS 800 750 0 15,750 15,950 16,550 16,700 2,205 2,055 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 315) 0 0 0 315 315 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.0 0.0 84.0 85.0 88.2 89.0 11.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 0 19 15 20 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 2,125 200 0 16,330 18,445 18,455 18,645 1,565 1,375 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 915) 0 0 0 810 810 810 810 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 1.0 0.0 81.6 92.1 92.2 93.1 7.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 14 20 15 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,940 COMMITMENTS 5,100 250 0 7,450 12,300 12,550 12,550 1,390 1,390 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 1.8 0.0 53.4 88.2 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 13 14 14 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,755 COMMITMENTS 0 3,500 550 41,660 38,160 42,210 42,210 7,545 7,545 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 150) 0 0 0 -430 -550 -430 -550 580 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 1.1 83.7 76.7 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 3 1 22 20 23 23 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 | --------------------------------------------------------------| 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 24,220 23,965 24,845 24,965 5,730 5,610 CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -455 -455 -455 -455 455 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 2.2 1.1 79.2 78.4 81.3 81.7 18.7 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 21 22 23
Updated December 8, 2017