ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,827 COMMITMENTS 0 0 0 30,487 30,587 30,487 30,587 3,340 3,240 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,870) 0 0 0 -2,605 -2,685 -2,605 -2,685 -265 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 90.1 90.4 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 0 0 15 17 15 17 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,945 COMMITMENTS 0 0 0 28,570 28,310 28,570 28,310 3,375 3,635 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,430) 0 0 0 -2,390 -2,855 -2,390 -2,855 -40 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.0 0.0 89.4 88.6 89.4 88.6 10.6 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 0 0 13 18 13 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,864 COMMITMENTS 0 1,500 0 27,356 25,816 27,356 27,316 3,508 3,548 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,753) 0 200 0 -1,487 -1,677 -1,487 -1,477 -266 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.0 88.6 83.6 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 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,650 COMMITMENTS 0 1,500 0 26,864 25,244 26,864 26,744 2,786 2,906 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,508) 0 200 0 -1,266 -1,436 -1,266 -1,236 -242 -272 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.1 0.0 90.6 85.1 90.6 90.2 9.4 9.8 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 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,355 COMMITMENTS 300 13,070 0 33,005 20,485 33,305 33,555 4,050 3,800 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,715) 0 -1,560 0 -2,310 -860 -2,310 -2,420 -405 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 35.0 0.0 88.4 54.8 89.2 89.8 10.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 5 0 19 13 21 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,860 COMMITMENTS 300 11,215 0 33,370 22,705 33,670 33,920 4,190 3,940 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,445) 0 -1,085 -25 -2,300 -1,310 -2,325 -2,420 -120 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 29.6 0.0 88.1 60.0 88.9 89.6 11.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 5 0 18 14 20 19 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,450 COMMITMENTS 875 1,805 475 39,100 38,190 40,450 40,470 1,000 980 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,955) 0 50 -25 -2,795 -2,725 -2,820 -2,700 -135 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 4.4 1.1 94.3 92.1 97.6 97.6 2.4 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 15 14 18 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,875 COMMITMENTS 875 1,905 475 36,960 35,950 38,310 38,330 565 545 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,930) -25 75 -25 -1,745 -1,870 -1,795 -1,820 -135 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 4.9 1.2 95.1 92.5 98.5 98.6 1.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 15 14 18 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,840 COMMITMENTS 0 8,310 0 25,970 17,740 25,970 26,050 870 790 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,530) -50 -755 0 -2,375 -1,680 -2,425 -2,435 -105 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 31.0 0.0 96.8 66.1 96.8 97.1 3.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 2 0 16 13 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,270 COMMITMENTS 0 7,475 0 24,555 17,160 24,555 24,635 715 635 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,085) 0 -655 0 -1,970 -1,400 -1,970 -2,055 -115 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.6 0.0 97.2 67.9 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 1 0 16 11 16 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,500 COMMITMENTS 0 445 255 17,525 17,675 17,780 18,375 2,720 2,125 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,015) -525 75 -25 -1,335 -1,855 -1,885 -1,805 -130 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.2 1.2 85.5 86.2 86.7 89.6 13.3 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 3 12 10 15 13 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,000 COMMITMENTS 50 280 315 17,260 17,540 17,625 18,135 2,375 1,865 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,780) -350 35 -25 -1,265 -1,610 -1,640 -1,600 -140 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 1.4 1.6 86.3 87.7 88.1 90.7 11.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 3 3 13 10 17 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,535 COMMITMENTS 9,160 1,050 225 25,795 33,930 35,180 35,205 1,355 1,330 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -2,425) -945 -75 0 -1,185 -2,135 -2,130 -2,210 -295 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.1 2.9 0.6 70.6 92.9 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 18 12 22 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,080 COMMITMENTS 6,045 1,010 175 20,885 25,945 27,105 27,130 1,975 1,950 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,345) 45 -35 0 -1,145 -1,045 -1,100 -1,080 -245 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 3.5 0.6 71.8 89.2 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 1 18 13 22 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,400 COMMITMENTS 15,140 575 685 77,335 91,855 93,160 93,115 9,240 9,285 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -8,860) -710 -50 -405 -5,670 -6,350 -6,785 -6,805 -2,075 -2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 0.6 0.7 75.5 89.7 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 3 2 23 26 28 31 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,675 COMMITMENTS 14,875 500 665 68,410 82,740 83,950 83,905 7,725 7,770 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -6,635) -1,125 -25 -225 -3,755 -4,855 -5,105 -5,105 -1,530 -1,530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 0.5 0.7 74.6 90.3 91.6 91.5 8.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 3 1 22 26 26 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,630 COMMITMENTS 500 750 0 15,715 15,585 16,215 16,335 2,415 2,295 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,060) -50 0 0 -880 -965 -930 -965 -130 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 4.0 0.0 84.4 83.7 87.0 87.7 13.0 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 0 17 14 19 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,770 COMMITMENTS 2,175 0 0 15,260 17,635 17,435 17,635 1,335 1,135 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -630) -200 0 0 -315 -570 -515 -570 -115 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 0.0 0.0 81.3 94.0 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 0 0 18 14 19 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,615 COMMITMENTS 0 2,850 600 42,625 39,895 43,225 43,345 7,390 7,270 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,350) -50 0 -25 -1,130 -1,330 -1,205 -1,355 -145 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.6 1.2 84.2 78.8 85.4 85.6 14.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 1 18 20 19 21 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/17 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,920 COMMITMENTS 0 1,000 150 27,580 26,700 27,730 27,850 5,190 5,070 CHANGES FROM 09/05/17 (CHANGE IN OPEN INTEREST: -1,860) -300 -175 0 -1,220 -1,350 -1,520 -1,525 -340 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.5 83.8 81.1 84.2 84.6 15.8 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 1 1 20 23 21 24
Updated September 15, 2017