ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,292 COMMITMENTS 0 0 0 34,917 34,977 34,917 34,977 2,375 2,315 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,405) 0 0 0 -2,255 -2,235 -2,255 -2,235 -150 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 93.6 93.8 93.6 93.8 6.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 0 0 14 16 14 16 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,965 COMMITMENTS 0 0 0 32,075 32,165 32,075 32,165 1,890 1,800 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,860) 0 0 0 -1,855 -1,840 -1,855 -1,840 -5 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 94.4 94.7 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 10 17 10 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,059 COMMITMENTS 0 1,100 0 29,141 28,041 29,141 29,141 3,918 3,918 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,850) 0 -100 0 -1,571 -1,491 -1,571 -1,591 -279 -259 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.0 88.1 84.8 88.1 88.1 11.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 12 16 12 18 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,979 COMMITMENTS 0 1,100 0 27,951 26,731 27,951 27,831 3,028 3,148 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,048) 0 -100 0 -1,032 -932 -1,032 -1,032 -16 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.6 0.0 90.2 86.3 90.2 89.8 9.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 11 17 11 19 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,615 COMMITMENTS 50 14,570 0 36,415 22,065 36,465 36,635 2,150 1,980 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,585) 50 -675 -200 -2,365 -1,660 -2,515 -2,535 -70 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 37.7 0.0 94.3 57.1 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 5 0 18 13 19 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,760 COMMITMENTS 50 11,915 0 36,710 25,015 36,760 36,930 2,000 1,830 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,420) 50 -510 -200 -2,210 -1,670 -2,360 -2,380 -60 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 30.7 0.0 94.7 64.5 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 5 0 17 13 18 18 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,095 COMMITMENTS 725 1,520 525 41,430 40,635 42,680 42,680 1,415 1,415 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -3,250) -25 -475 -25 -3,130 -2,680 -3,180 -3,180 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 3.4 1.2 94.0 92.2 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 1 15 14 17 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,835 COMMITMENTS 775 1,345 525 37,450 36,900 38,750 38,770 1,085 1,065 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,780) -25 -425 -25 -2,670 -2,270 -2,720 -2,720 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.4 1.3 94.0 92.6 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 1 15 12 17 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,300 COMMITMENTS 100 9,845 0 30,270 20,615 30,370 30,460 930 840 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,775) 0 -955 0 -2,745 -1,795 -2,745 -2,750 -30 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 31.5 0.0 96.7 65.9 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 13 17 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,840 COMMITMENTS 0 8,785 0 28,055 19,360 28,055 28,145 785 695 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,430) 0 -855 0 -2,395 -1,545 -2,395 -2,400 -35 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.5 0.0 97.3 67.1 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 10 16 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,460 COMMITMENTS 1,130 130 225 20,155 21,765 21,510 22,120 1,950 1,340 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,815) -25 0 0 -1,645 -1,680 -1,670 -1,680 -145 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.6 1.0 85.9 92.8 91.7 94.3 8.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 11 10 16 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,110 COMMITMENTS 940 130 205 19,360 20,720 20,505 21,055 1,605 1,055 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,530) -35 0 0 -1,340 -1,375 -1,375 -1,375 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 0.6 0.9 87.6 93.7 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 12 11 17 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,245 COMMITMENTS 9,245 1,525 25 27,100 34,845 36,370 36,395 1,875 1,850 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -2,290) -770 -125 0 -1,440 -2,085 -2,210 -2,210 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 4.0 0.1 70.9 91.1 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 18 11 21 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,495 COMMITMENTS 3,580 1,280 20 22,275 24,865 25,875 26,165 2,620 2,330 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,160) -30 -35 0 -1,010 -1,025 -1,040 -1,060 -120 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 4.5 0.1 78.2 87.3 90.8 91.8 9.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 1 15 12 17 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,680 COMMITMENTS 16,565 175 1,025 85,295 101,660 102,885 102,860 10,795 10,820 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -6,010) -965 50 0 -4,635 -5,650 -5,600 -5,600 -410 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 0.2 0.9 75.0 89.4 90.5 90.5 9.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 22 24 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,550 COMMITMENTS 17,950 550 210 73,300 90,655 91,460 91,415 9,090 9,135 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -4,235) -1,750 50 0 -1,955 -3,755 -3,705 -3,705 -530 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 0.5 0.2 72.9 90.2 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 2 20 25 24 29 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,360 COMMITMENTS 650 700 0 17,335 17,375 17,985 18,075 2,375 2,285 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,240) -50 0 0 -1,155 -1,190 -1,205 -1,190 -35 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.4 0.0 85.1 85.3 88.3 88.8 11.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 16 15 18 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,020 COMMITMENTS 2,525 0 0 16,460 19,195 18,985 19,195 1,035 825 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -950) 0 0 0 -910 -915 -910 -915 -40 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 0.0 0.0 82.2 95.9 94.8 95.9 5.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 16 14 18 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,895 COMMITMENTS 5,350 1,250 0 9,065 13,165 14,415 14,415 1,480 1,480 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -625) 0 0 0 -600 -600 -600 -600 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.7 7.9 0.0 57.0 82.8 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 12 12 13 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,945 COMMITMENTS 0 3,950 150 39,820 35,990 39,970 40,090 6,975 6,855 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,520) 0 -50 0 -1,305 -1,275 -1,305 -1,325 -215 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 8.4 0.3 84.8 76.7 85.1 85.4 14.9 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 20 19 21 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,295 COMMITMENTS 600 2,250 0 26,900 25,250 27,500 27,500 4,795 4,795 CHANGES FROM 07/03/17 (CHANGE IN OPEN INTEREST: -1,250) 0 -175 0 -1,030 -855 -1,030 -1,030 -220 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 7.0 0.0 83.3 78.2 85.2 85.2 14.8 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 18 19 19 20
Updated July 14, 2017