ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,049 COMMITMENTS 0 0 0 25,062 24,882 25,062 24,882 3,987 4,167 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,285) 0 0 0 -2,275 -2,275 -2,275 -2,275 -10 -10 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 13 17 13 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,955 COMMITMENTS 0 0 0 23,880 23,705 23,880 23,705 4,075 4,250 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,180) 0 0 0 -2,165 -2,170 -2,165 -2,170 -15 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.4 84.8 85.4 84.8 14.6 15.2 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 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,955 COMMITMENTS 50 375 0 10,840 10,515 10,890 10,890 1,065 1,065 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,035) 0 0 0 -825 -805 -825 -805 -210 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.1 0.0 90.7 88.0 91.1 91.1 8.9 8.9 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 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,785 COMMITMENTS 0 2,700 0 26,128 23,238 26,128 25,938 2,657 2,847 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,949) 0 -150 0 -1,732 -1,607 -1,732 -1,757 -217 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.4 0.0 90.8 80.7 90.8 90.1 9.2 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 14 19 14 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,915 COMMITMENTS 0 2,700 0 25,999 23,089 25,999 25,789 1,916 2,126 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,757) 0 -150 0 -1,487 -1,342 -1,487 -1,492 -270 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 9.7 0.0 93.1 82.7 93.1 92.4 6.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 0 12 19 12 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,615 COMMITMENTS 0 11,285 0 25,045 13,950 25,045 25,235 2,570 2,380 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,070) 0 -885 0 -2,995 -2,130 -2,995 -3,015 -75 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.9 0.0 90.7 50.5 90.7 91.4 9.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 5 0 19 12 19 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,120 COMMITMENTS 0 10,345 0 25,580 15,425 25,580 25,770 2,540 2,350 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,060) 0 -745 0 -2,985 -2,250 -2,985 -2,995 -75 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.8 0.0 91.0 54.9 91.0 91.6 9.0 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 0 19 13 19 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,975 COMMITMENTS 600 605 425 29,460 29,485 30,485 30,515 4,490 4,460 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,900) -175 -365 25 -4,455 -4,210 -4,605 -4,550 1,705 1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 1.7 1.2 84.2 84.3 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 3 15 14 19 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,990 COMMITMENTS 850 655 275 26,915 27,140 28,040 28,070 3,950 3,920 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,785) 75 -365 -125 -4,135 -3,690 -4,185 -4,180 1,400 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.0 0.9 84.1 84.8 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 15 13 20 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,165 COMMITMENTS 0 6,070 0 19,830 13,645 19,830 19,715 2,335 2,450 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,400) 0 -755 0 -2,380 -1,630 -2,380 -2,385 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.4 0.0 89.5 61.6 89.5 88.9 10.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 11 18 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,240 COMMITMENTS 130 455 100 18,095 18,790 18,325 19,345 3,915 2,895 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,745) 130 190 -130 -1,285 -1,290 -1,285 -1,230 -460 -515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.0 0.4 81.4 84.5 82.4 87.0 17.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 12 17 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,955 COMMITMENTS 190 455 90 17,375 17,710 17,655 18,255 3,300 2,700 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,520) 130 200 -130 -1,185 -1,190 -1,185 -1,120 -335 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.2 0.4 82.9 84.5 84.3 87.1 15.7 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,030 COMMITMENTS 11,855 825 0 23,940 34,995 35,795 35,820 1,235 1,210 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -645) -695 -125 0 -160 -735 -855 -860 210 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.0 2.2 0.0 64.7 94.5 96.7 96.7 3.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 20 11 24 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,020 COMMITMENTS 10,035 825 0 20,125 29,360 30,160 30,185 1,860 1,835 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -110) -155 -25 -75 -30 -165 -260 -265 150 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 2.6 0.0 62.9 91.7 94.2 94.3 5.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 0 21 11 24 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,755 COMMITMENTS 7,615 410 2,295 81,290 88,450 91,200 91,155 6,555 6,600 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -3,125) -1,080 110 -160 -850 -2,040 -2,090 -2,090 -1,035 -1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 0.4 2.3 83.2 90.5 93.3 93.2 6.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 2 22 25 27 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,865 COMMITMENTS 7,175 370 1,775 71,690 78,450 80,640 80,595 5,225 5,270 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,635) -1,510 120 -120 -510 -2,140 -2,140 -2,140 -495 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.4 2.1 83.5 91.4 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 2 21 23 25 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,745 COMMITMENTS 750 1,050 0 14,845 14,710 15,595 15,760 2,150 1,985 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,010) -50 300 0 -905 -1,240 -955 -940 -55 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 5.9 0.0 83.7 82.9 87.9 88.8 12.1 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 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 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,745 COMMITMENTS 1,950 200 0 15,275 17,260 17,225 17,460 1,520 1,285 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,275) -175 0 0 -1,055 -1,185 -1,230 -1,185 -45 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 1.1 0.0 81.5 92.1 91.9 93.1 8.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 17 13 18 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,560 COMMITMENTS 0 3,425 525 40,715 37,290 41,240 41,240 7,320 7,320 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,195) 0 -75 -25 -945 -870 -970 -970 -225 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 1.1 83.8 76.8 84.9 84.9 15.1 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,460 COMMITMENTS 400 600 225 23,020 22,940 23,645 23,765 5,815 5,695 CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,115) 100 -75 -100 -1,200 -1,025 -1,200 -1,200 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 2.0 0.8 78.1 77.9 80.3 80.7 19.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 21 21 23
Updated December 15, 2017