ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,697 COMMITMENTS 0 0 0 33,192 33,272 33,192 33,272 3,505 3,425 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 850) 0 0 0 120 120 120 120 730 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 90.7 90.4 90.7 9.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 0 0 17 18 17 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,375 COMMITMENTS 0 0 0 31,060 31,165 31,060 31,165 3,315 3,210 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 850) 0 0 0 -35 -35 -35 -35 885 885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.4 90.7 90.4 90.7 9.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 19 14 19 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,022 COMMITMENTS 0 1,000 0 28,368 27,348 28,368 28,348 3,654 3,674 CHANGES FROM 08/22/17 (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 3.1 0.0 88.6 85.4 88.6 88.5 11.4 11.5 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 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,443 COMMITMENTS 0 1,000 0 27,655 26,535 27,655 27,535 2,788 2,908 CHANGES FROM 08/22/17 (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 3.3 0.0 90.8 87.2 90.8 90.4 9.2 9.6 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 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,005 COMMITMENTS 300 14,570 0 35,460 21,460 35,760 36,030 4,245 3,975 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 60) 0 0 0 0 0 0 0 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 36.4 0.0 88.6 53.6 89.4 90.1 10.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 5 0 19 14 21 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,245 COMMITMENTS 300 12,240 25 35,755 24,085 36,080 36,350 4,165 3,895 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 60) 0 0 0 0 0 0 0 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 30.4 0.1 88.8 59.8 89.7 90.3 10.3 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 5 1 18 14 21 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,105 COMMITMENTS 875 1,680 500 41,620 40,815 42,995 42,995 1,110 1,110 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 310) 0 0 0 290 290 290 290 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.8 1.1 94.4 92.5 97.5 97.5 2.5 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 15 17 18 20 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,485 COMMITMENTS 900 1,755 500 38,410 37,575 39,810 39,830 675 655 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 510) 0 0 0 510 510 510 510 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 4.3 1.2 94.9 92.8 98.3 98.4 1.7 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 1 16 15 19 18 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,370 COMMITMENTS 50 9,065 0 28,420 19,490 28,470 28,555 900 815 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 30.9 0.0 96.8 66.4 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 16 14 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,355 COMMITMENTS 0 8,130 0 26,605 18,560 26,605 26,690 750 665 CHANGES FROM 08/22/17 (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 29.7 0.0 97.3 67.8 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 16 11 16 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,515 COMMITMENTS 525 325 280 18,860 19,665 19,665 20,270 2,850 2,245 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0) 0 50 0 -5 -50 -5 0 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.4 1.2 83.8 87.3 87.3 90.0 12.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 11 10 16 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,775 COMMITMENTS 400 200 350 18,525 19,260 19,275 19,810 2,500 1,965 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 130) -5 45 5 300 260 300 310 -170 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 0.9 1.6 85.1 88.5 88.5 91.0 11.5 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 3 3 12 10 17 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,365 COMMITMENTS 9,830 1,125 225 26,790 35,520 36,845 36,870 1,520 1,495 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 475) 475 0 0 0 475 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 2.9 0.6 69.8 92.6 96.0 96.1 4.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 19 12 23 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,730 COMMITMENTS 5,675 1,045 175 21,740 26,395 27,590 27,615 2,140 2,115 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 475) 475 0 0 0 475 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 3.5 0.6 73.1 88.8 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 17 13 21 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 110,455 COMMITMENTS 15,970 650 1,090 82,405 97,700 99,465 99,440 10,990 11,015 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 345) -425 0 0 555 130 130 130 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 0.6 1.0 74.6 88.5 90.1 90.0 9.9 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 5 3 3 24 26 29 32 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,570 COMMITMENTS 16,145 525 890 71,515 87,090 88,550 88,505 9,020 9,065 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -150) -425 0 0 555 130 130 130 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 0.5 0.9 73.3 89.3 90.8 90.7 9.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 2 22 27 27 32 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,580 COMMITMENTS 550 750 0 16,535 16,440 17,085 17,190 2,495 2,390 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 3.8 0.0 84.4 84.0 87.3 87.8 12.7 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 18 15 20 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,200 COMMITMENTS 2,375 0 0 15,450 18,030 17,825 18,030 1,375 1,170 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 0) 50 0 0 -200 -150 -150 -150 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 0.0 0.0 80.5 93.9 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 0 18 14 20 14 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,085 COMMITMENTS 5,200 850 0 9,305 13,655 14,505 14,505 1,580 1,580 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 90) 0 0 0 40 40 40 40 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 5.3 0.0 57.8 84.9 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 0 13 12 14 15 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,715 COMMITMENTS 50 3,150 375 43,905 40,925 44,330 44,450 7,385 7,265 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: -120) 0 -300 125 -175 125 -50 -50 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 6.1 0.7 84.9 79.1 85.7 86.0 14.3 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 20 18 22 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,705 COMMITMENTS 300 1,475 75 28,855 27,800 29,230 29,350 5,475 5,355 CHANGES FROM 08/22/17 (CHANGE IN OPEN INTEREST: 350) 0 -300 75 350 650 425 425 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 4.3 0.2 83.1 80.1 84.2 84.6 15.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 1 20 22 22 23
Updated September 1, 2017