PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,255 COMMITMENTS 6,805 4,325 0 27,300 29,858 34,105 34,183 4,150 4,072 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 6,515) 4,920 0 0 1,090 6,010 6,010 6,010 505 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.8 11.3 0.0 71.4 78.0 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 15 18 16 20 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,456 COMMITMENTS 6,805 4,325 0 25,831 28,214 32,636 32,539 3,820 3,917 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 6,560) 4,920 0 0 1,060 5,980 5,980 5,980 580 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 11.9 0.0 70.9 77.4 89.5 89.3 10.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 0 13 17 14 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,490 COMMITMENTS 0 10,125 50 21,850 11,875 21,900 22,050 2,590 2,440 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.3 0.2 89.2 48.5 89.4 90.0 10.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 19 11 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,650 COMMITMENTS 0 9,925 50 22,245 12,470 22,295 22,445 2,355 2,205 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 40.3 0.2 90.2 50.6 90.4 91.1 9.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 1 19 12 20 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,290 COMMITMENTS 1,050 1,620 250 31,855 31,285 33,155 33,155 3,135 3,135 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 250) 1,050 -150 150 -775 425 425 425 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 4.5 0.7 87.8 86.2 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 16 14 18 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,035 COMMITMENTS 1,250 1,620 100 30,085 29,715 31,435 31,435 2,600 2,600 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 250) 1,100 -100 100 -775 425 425 425 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.7 4.8 0.3 88.4 87.3 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 1 16 13 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,330 COMMITMENTS 0 4,165 0 14,940 10,905 14,940 15,070 1,390 1,260 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.5 0.0 91.5 66.8 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 15 10 15 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,790 COMMITMENTS 1,970 0 505 18,895 21,835 21,370 22,340 2,420 1,450 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,295) 350 0 0 415 980 765 980 530 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 0.0 2.1 79.4 91.8 89.8 93.9 10.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 15 12 19 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,740 COMMITMENTS 2,000 0 475 16,785 19,780 19,260 20,255 2,480 1,485 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 1,280) 350 0 0 690 1,040 1,040 1,040 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 0.0 2.2 77.2 91.0 88.6 93.2 11.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 3 15 12 19 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,255 COMMITMENTS 10,490 1,200 440 25,720 35,025 36,650 36,665 1,605 1,590 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: -125) 0 -50 0 0 50 0 0 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 3.1 1.2 67.2 91.6 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 15 11 18 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,745 COMMITMENTS 9,160 1,200 20 22,655 30,630 31,835 31,850 1,910 1,895 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 70) 0 -50 0 145 195 145 145 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 3.6 0.1 67.1 90.8 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 15 11 18 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,030 COMMITMENTS 10,670 2,460 2,615 73,480 81,675 86,765 86,750 7,265 7,280 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 500) -1,575 0 325 1,720 145 470 470 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.3 2.6 2.8 78.1 86.9 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 2 2 20 27 26 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,845 COMMITMENTS 10,250 2,360 2,265 65,480 73,355 77,995 77,980 8,850 8,865 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 400) -1,575 0 325 1,820 245 570 570 -170 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 2.7 2.6 75.4 84.5 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 6 2 2 18 25 24 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,935 COMMITMENTS 875 3,750 175 16,845 14,150 17,895 18,075 2,040 1,860 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 375) 200 100 175 0 100 375 375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 18.8 0.9 84.5 71.0 89.8 90.7 10.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 1 15 15 18 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,170 COMMITMENTS 200 1,700 850 38,645 37,145 39,695 39,695 7,475 7,475 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 250) 200 0 100 -80 120 220 220 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 3.6 1.8 81.9 78.7 84.2 84.2 15.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 18 21 20 24 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/13/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,340 COMMITMENTS 1,700 600 0 22,535 23,335 24,235 23,935 9,105 9,405 CHANGES FROM 03/06/18 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 1.8 0.0 67.6 70.0 72.7 71.8 27.3 28.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 20 17 21
Updated March 16, 2018