PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,410 COMMITMENTS 6,205 4,325 175 28,410 30,223 34,790 34,723 5,620 5,687 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,155) -600 0 175 1,110 365 685 540 1,470 1,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 10.7 0.4 70.3 74.8 86.1 85.9 13.9 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 17 19 18 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,136 COMMITMENTS 6,205 4,325 175 26,981 28,619 33,361 33,119 4,775 5,017 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,680) -600 0 175 1,150 405 725 580 955 1,100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 11.3 0.5 70.7 75.0 87.5 86.8 12.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 1 15 18 16 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,540 COMMITMENTS 0 10,125 50 21,850 11,875 21,900 22,050 2,640 2,490 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 50) 0 0 0 0 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.3 0.2 89.0 48.4 89.2 89.9 10.8 10.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| 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 03/13/18 (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 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,640 COMMITMENTS 1,400 1,620 250 32,355 32,135 34,005 34,005 2,635 2,635 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 350) 350 0 0 500 850 850 850 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 4.4 0.7 88.3 87.7 92.8 92.8 7.2 7.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,385 COMMITMENTS 1,600 1,620 100 30,585 30,565 32,285 32,285 2,100 2,100 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 350) 350 0 0 500 850 850 850 -500 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 4.7 0.3 88.9 88.9 93.9 93.9 6.1 6.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,445 COMMITMENTS 0 4,265 0 15,140 11,005 15,140 15,270 1,305 1,175 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 115) 0 100 0 200 100 200 200 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.9 0.0 92.1 66.9 92.1 92.9 7.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 10 15 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,720 COMMITMENTS 0 3,555 0 14,030 10,605 14,030 14,160 1,690 1,560 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.6 0.0 89.2 67.5 89.2 90.1 10.8 9.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,585 COMMITMENTS 2,620 0 505 19,585 23,175 22,710 23,680 2,875 1,905 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,795) 650 0 0 690 1,340 1,340 1,340 455 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 0.0 2.0 76.5 90.6 88.8 92.6 11.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 3 15 13 19 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,035 COMMITMENTS 2,650 0 475 17,285 20,930 20,410 21,405 2,625 1,630 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,295) 650 0 0 500 1,150 1,150 1,150 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 0.0 2.1 75.0 90.9 88.6 92.9 11.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 3 15 13 19 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,545 COMMITMENTS 10,615 1,125 440 26,110 35,615 37,165 37,180 1,380 1,365 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 290) 125 -75 0 390 590 515 515 -225 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 2.9 1.1 67.7 92.4 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 15 12 19 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,095 COMMITMENTS 9,285 1,125 20 22,890 31,065 32,195 32,210 1,900 1,885 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 350) 125 -75 0 235 435 360 360 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 3.3 0.1 67.1 91.1 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 15 12 19 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,010 COMMITMENTS 9,545 2,535 2,640 75,310 82,305 87,495 87,480 7,515 7,530 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 980) -1,125 75 25 1,830 630 730 730 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 2.7 2.8 79.3 86.6 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 2 20 27 26 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,920 COMMITMENTS 9,075 2,435 2,290 67,445 74,070 78,810 78,795 9,110 9,125 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 1,075) -1,175 75 25 1,965 715 815 815 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 2.8 2.6 76.7 84.2 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 3 2 17 25 23 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,070 COMMITMENTS 2,275 3,920 175 17,425 15,960 19,875 20,055 2,195 2,015 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 2,135) 1,400 170 0 580 1,810 1,980 1,980 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 17.8 0.8 79.0 72.3 90.1 90.9 9.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 1 16 16 19 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,725 COMMITMENTS 2,875 175 0 14,015 16,775 16,890 16,950 835 775 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 1.0 0.0 79.1 94.6 95.3 95.6 4.7 4.4 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 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,540 COMMITMENTS 200 1,610 920 38,875 37,465 39,995 39,995 7,545 7,545 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 370) 0 -90 70 230 320 300 300 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 3.4 1.9 81.8 78.8 84.1 84.1 15.9 15.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/18 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,500 COMMITMENTS 1,790 600 0 22,765 23,655 24,555 24,255 8,945 9,245 CHANGES FROM 03/13/18 (CHANGE IN OPEN INTEREST: 160) 90 0 0 230 320 320 320 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 1.8 0.0 68.0 70.6 73.3 72.4 26.7 27.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 15 20 17 21
Updated March 23, 2018