ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,324 COMMITMENTS 0 0 0 25,337 25,157 25,337 25,157 3,987 4,167 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 275) 0 0 0 275 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 86.4 85.8 86.4 85.8 13.6 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 14 18 14 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,130 COMMITMENTS 0 0 0 24,055 23,880 24,055 23,880 4,075 4,250 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 85.5 84.9 85.5 84.9 14.5 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 13 19 13 19 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| 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 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,380 COMMITMENTS 0 2,400 175 26,038 23,448 26,213 26,023 3,167 3,357 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 595) 0 -300 175 -90 210 85 85 510 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.2 0.6 88.6 79.8 89.2 88.6 10.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 14 19 15 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,410 COMMITMENTS 0 2,400 175 25,869 23,259 26,044 25,834 2,366 2,576 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 495) 0 -300 175 -130 170 45 45 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 0.6 91.1 81.9 91.7 90.9 8.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 12 19 13 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,715 COMMITMENTS 0 11,285 0 25,045 13,950 25,045 25,235 2,670 2,480 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 0 0 0 0 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 40.7 0.0 90.4 50.3 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 5 0 19 13 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,220 COMMITMENTS 0 10,345 0 25,580 15,425 25,580 25,770 2,640 2,450 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 100) 0 0 0 0 0 0 0 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 36.7 0.0 90.6 54.7 90.6 91.3 9.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 4 0 19 14 19 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,475 COMMITMENTS 600 605 425 32,160 32,185 33,185 33,215 4,290 4,260 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,500) 0 0 0 2,700 2,700 2,700 2,700 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 1.6 1.1 85.8 85.9 88.6 88.6 11.4 11.4 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,950 COMMITMENTS 850 655 275 30,015 30,240 31,140 31,170 3,810 3,780 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 2,960) 0 0 0 3,100 3,100 3,100 3,100 -140 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.9 0.8 85.9 86.5 89.1 89.2 10.9 10.8 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 12/19/17 | --------------------------------------------------------------| 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 19,780 13,595 19,780 19,665 2,385 2,500 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -50 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.4 0.0 89.2 61.3 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 2 0 18 12 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,480 COMMITMENTS 130 455 100 18,195 18,890 18,425 19,445 4,055 3,035 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 240) 0 0 0 100 100 100 100 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 2.0 0.4 80.9 84.0 82.0 86.5 18.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 2 16 13 18 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,985 COMMITMENTS 190 455 90 17,375 17,710 17,655 18,255 3,330 2,730 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 30) 0 0 0 0 0 0 0 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 2.2 0.4 82.8 84.4 84.1 87.0 15.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 2 16 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,460 COMMITMENTS 11,605 825 0 24,620 35,425 36,225 36,250 1,235 1,210 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 430) -250 0 0 680 430 430 430 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 2.2 0.0 65.7 94.6 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 0 21 11 25 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,220 COMMITMENTS 9,885 825 0 20,475 29,560 30,360 30,385 1,860 1,835 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 200) -150 0 0 350 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 2.6 0.0 63.5 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 99,005 COMMITMENTS 7,865 410 2,045 82,640 90,050 92,550 92,505 6,455 6,500 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,250) 250 0 -250 1,350 1,600 1,350 1,350 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 0.4 2.1 83.5 91.0 93.5 93.4 6.5 6.6 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,405 COMMITMENTS 7,325 370 1,775 72,980 79,890 82,080 82,035 5,325 5,370 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 1,540) 150 0 0 1,290 1,440 1,440 1,440 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.4 2.0 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 22 25 26 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 | --------------------------------------------------------------| 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 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 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 12/19/17 | --------------------------------------------------------------| 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 12/12/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,340 COMMITMENTS 0 3,425 525 40,515 37,090 41,040 41,040 7,300 7,300 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -220) 0 0 0 -200 -200 -200 -200 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 1.1 83.8 76.7 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 12/19/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,135 COMMITMENTS 400 600 225 23,245 23,165 23,870 23,990 6,265 6,145 CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 675) 0 0 0 225 225 225 225 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 2.0 0.7 77.1 76.9 79.2 79.6 20.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 1 1 19 21 21 23
Updated December 22, 2017