PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,478 COMMITMENTS 13,760 5,240 600 39,176 47,732 53,536 53,572 5,942 5,906 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 963) 75 -280 -125 850 1,258 800 853 163 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 8.8 1.0 65.9 80.3 90.0 90.1 10.0 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 1 16 21 19 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,130 COMMITMENTS 15,680 5,240 600 35,561 45,911 51,841 51,751 5,289 5,379 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 859) -95 -280 -25 605 715 485 410 374 449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.2 1.1 62.2 80.4 90.7 90.6 9.3 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 1 1 14 21 17 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,565 COMMITMENTS 810 8,700 140 16,395 8,755 17,345 17,595 3,220 2,970 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,715) -15 -370 -35 -1,630 -1,245 -1,680 -1,650 -35 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.9 42.3 0.7 79.7 42.6 84.3 85.6 15.7 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 10 17 13 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,415 COMMITMENTS 410 8,700 0 16,000 7,925 16,410 16,625 3,005 2,790 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,960) -50 -355 0 -1,810 -1,515 -1,860 -1,870 -100 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 44.8 0.0 82.4 40.8 84.5 85.6 15.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 0 16 10 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,491 COMMITMENTS 12,595 600 0 14,868 26,583 27,463 27,183 3,028 3,308 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,020) -325 0 0 -493 -838 -818 -838 -202 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.3 2.0 0.0 48.8 87.2 90.1 89.2 9.9 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 10 14 12 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,265 COMMITMENTS 4,630 1,230 0 29,335 32,735 33,965 33,965 2,300 2,300 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,460) -475 -355 -25 -1,815 -1,935 -2,315 -2,315 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 3.4 0.0 80.9 90.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 15 9 18 10 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,525 COMMITMENTS 4,705 1,180 0 25,870 29,395 30,575 30,575 1,950 1,950 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,225) -475 -355 -25 -1,525 -1,645 -2,025 -2,025 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.5 3.6 0.0 79.5 90.4 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 15 9 18 10 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,710 COMMITMENTS 2,275 345 210 20,895 23,615 23,380 24,170 1,330 540 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -2,565) 435 100 -685 -2,575 -1,645 -2,825 -2,230 260 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 1.4 0.8 84.6 95.6 94.6 97.8 5.4 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 16 16 19 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,455 COMMITMENTS 2,225 245 260 20,705 23,365 23,190 23,870 1,265 585 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,805) 325 0 -575 -1,320 -890 -1,570 -1,465 -235 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 1.0 1.1 84.7 95.5 94.8 97.6 5.2 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 15 15 18 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,850 COMMITMENTS 8,355 1,975 540 26,885 33,535 35,780 36,050 1,070 800 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,245) -490 25 -25 -845 -1,115 -1,360 -1,115 115 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 5.4 1.5 73.0 91.0 97.1 97.8 2.9 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 2 1 15 8 18 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,725 COMMITMENTS 8,800 1,975 125 23,525 30,500 32,450 32,600 1,275 1,125 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,065) -215 -25 0 -690 -755 -905 -780 -160 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 5.9 0.4 69.8 90.4 96.2 96.7 3.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 2 1 14 9 17 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,130 COMMITMENTS 9,840 2,160 2,915 77,155 84,775 89,910 89,850 7,220 7,280 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -4,075) -960 0 -10 -3,170 -4,185 -4,140 -4,195 65 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.2 3.0 79.4 87.3 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 1 2 20 25 26 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,295 COMMITMENTS 8,885 2,290 2,320 69,975 76,510 81,180 81,120 7,115 7,175 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -3,950) -1,260 -10 0 -1,860 -3,165 -3,120 -3,175 -830 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 2.6 2.6 79.3 86.7 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 2 2 19 24 25 27 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,885 COMMITMENTS 2,800 3,350 200 24,075 23,595 27,075 27,145 1,810 1,740 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -840) -25 0 0 -765 -720 -790 -720 -50 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 11.6 0.7 83.3 81.7 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 1 16 20 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,400 COMMITMENTS 2,675 1,475 0 19,060 20,210 21,735 21,685 665 715 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -295) -200 0 0 -165 -295 -365 -295 70 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.9 6.6 0.0 85.1 90.2 97.0 96.8 3.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 3 0 13 17 14 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,200 COMMITMENTS 300 705 1,175 42,360 42,015 43,835 43,895 10,365 10,305 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: 315) -80 105 -105 95 -90 -90 -90 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 1.3 2.2 78.2 77.5 80.9 81.0 19.1 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 2 18 22 21 25 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/12/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,785 COMMITMENTS 2,120 400 100 26,395 28,405 28,615 28,905 11,170 10,880 CHANGES FROM 06/05/18 (CHANGE IN OPEN INTEREST: -1,090) -210 0 0 -620 -740 -830 -740 -260 -350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 1.0 0.3 66.3 71.4 71.9 72.7 28.1 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 1 15 21 18 22
Updated June 15, 2018