ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,272 COMMITMENTS 0 0 0 25,002 25,407 25,002 25,407 1,270 865 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,165) 0 0 0 2,900 2,900 2,900 2,900 265 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 95.2 96.7 95.2 96.7 4.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 12 14 12 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,094 COMMITMENTS 0 700 0 38,027 37,212 38,027 37,912 3,067 3,182 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -120) 0 0 0 143 143 143 143 -263 -263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.7 0.0 92.5 90.6 92.5 92.3 7.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 0 17 18 17 19 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,260 COMMITMENTS 0 700 0 33,883 33,088 33,883 33,788 3,377 3,472 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -155) 0 0 0 155 155 155 155 -310 -310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 0.0 90.9 88.8 90.9 90.7 9.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 13 18 13 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,175 COMMITMENTS 0 22,935 30 33,600 11,085 33,630 34,050 1,545 1,125 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 370) 0 -300 0 370 670 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 65.2 0.1 95.5 31.5 95.6 96.8 4.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 1 16 11 17 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,125 COMMITMENTS 0 17,290 360 29,785 13,095 30,145 30,745 1,980 1,380 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 400) 0 -300 0 100 700 100 400 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 53.8 1.1 92.7 40.8 93.8 95.7 6.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 5 2 14 12 16 17 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,158 COMMITMENTS 3,245 2,305 155 21,226 22,196 24,626 24,656 1,532 1,502 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,080) 0 300 -50 1,100 830 1,050 1,080 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 8.8 0.6 81.1 84.9 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 18 10 22 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,763 COMMITMENTS 3,510 2,430 50 17,730 18,931 21,290 21,411 1,473 1,352 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 845) 0 300 -50 815 545 765 795 80 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 10.7 0.2 77.9 83.2 93.5 94.1 6.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 16 11 19 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,325 COMMITMENTS 200 16,650 0 44,670 28,350 44,870 45,000 455 325 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 480) 0 100 0 480 380 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 36.7 0.0 98.6 62.5 99.0 99.3 1.0 0.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 0 15 12 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,765 COMMITMENTS 0 15,850 0 39,170 23,440 39,170 39,290 595 475 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 580) 0 100 0 580 480 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.9 0.0 98.5 58.9 98.5 98.8 1.5 1.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 4 0 13 10 13 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,505 COMMITMENTS 1,200 2,125 405 27,525 26,645 29,130 29,175 1,375 1,330 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 590) 0 0 0 390 430 390 430 200 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 7.0 1.3 90.2 87.3 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 4 17 10 22 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,445 COMMITMENTS 1,330 1,845 685 27,505 27,035 29,520 29,565 925 880 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 340) 0 0 0 400 440 400 440 -60 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 6.1 2.2 90.3 88.8 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 4 18 9 23 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,904 COMMITMENTS 5,365 1,920 905 25,924 29,374 32,194 32,199 1,710 1,705 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 280) -100 -150 0 50 100 -50 -50 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 5.7 2.7 76.5 86.6 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 3 4 20 12 25 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,285 COMMITMENTS 865 1,600 470 22,380 21,655 23,715 23,725 1,570 1,560 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -190) -100 0 0 -420 -520 -520 -520 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 6.3 1.9 88.5 85.6 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 11 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,219 COMMITMENTS 36,610 0 670 77,820 114,430 115,100 115,100 7,119 7,119 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,475) 150 0 -250 1,720 1,870 1,620 1,620 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 0.0 0.5 63.7 93.6 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 6 0 3 21 29 27 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,314 COMMITMENTS 34,610 0 300 71,173 105,747 106,083 106,047 5,231 5,267 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 1,240) 300 0 -250 1,120 1,420 1,170 1,170 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 0.0 0.3 63.9 95.0 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 19 28 24 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,895 COMMITMENTS 200 250 25 19,640 19,580 19,865 19,855 1,030 1,040 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -105) 0 0 0 0 0 0 0 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.2 0.1 94.0 93.7 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 1 22 13 24 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,160 COMMITMENTS 950 150 0 16,915 17,705 17,865 17,855 295 305 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -70) 0 0 0 0 0 0 0 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 0.8 0.0 93.1 97.5 98.4 98.3 1.6 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 13 20 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,265 COMMITMENTS 0 3,255 0 33,500 30,245 33,500 33,500 3,765 3,765 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 0) 0 -100 0 0 100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.7 0.0 89.9 81.2 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 0 4 0 20 18 20 22 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,530 COMMITMENTS 0 1,150 0 22,355 21,205 22,355 22,355 4,175 4,175 CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 75) 0 0 0 -50 -50 -50 -50 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.0 84.3 79.9 84.3 84.3 15.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 18 16 18 17
Updated December 16, 2016