MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,884: 925 0 100 14,422 15,394 15,447 15,494: 1,437 1,390 Old : 16,884: 925 0 100 14,422 15,394 15,447 15,494: 1,437 1,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 0.0 0.6 85.4 91.2 91.5 91.8: 8.5 8.2 Old : 100.0: 5.5 0.0 0.6 85.4 91.2 91.5 91.8: 8.5 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 0 1 10 13 12 14: Old : 20: 2 0 1 10 13 12 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3 Old : 72.4 58.5 86.9 82.8 67.2 53.6 77.1 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,540: 0 100 0 41,764 41,569 41,764 41,669: 3,776 3,871 Old : 45,540: 0 100 0 41,764 41,569 41,764 41,669: 3,776 3,871 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.2 0.0 91.7 91.3 91.7 91.5: 8.3 8.5 Old : 100.0: 0.0 0.2 0.0 91.7 91.3 91.7 91.5: 8.3 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 0 16 20 16 21: Old : 26: 0 1 0 16 20 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.3 48.5 88.0 74.9 74.4 41.2 77.9 63.9 Old : 75.3 48.5 88.0 74.9 74.4 41.2 77.9 63.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 40,427: 0 0 0 36,738 36,743 36,738 36,743: 3,689 3,684 Old : 40,427: 0 0 0 36,738 36,743 36,738 36,743: 3,689 3,684 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 0.0 0.0 90.9 90.9 90.9 90.9: 9.1 9.1 Old : 100.0: 0.0 0.0 0.0 90.9 90.9 90.9 90.9: 9.1 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 0 0 14 20 14 20: Old : 23: 0 0 0 14 20 14 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 45.6 87.5 75.1 72.9 40.5 74.7 66.6 Old : 74.5 45.6 87.5 75.1 72.9 40.5 74.7 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,975: 0 18,650 325 25,250 7,505 25,575 26,480: 2,400 1,495 Old : 27,975: 0 18,650 325 25,250 7,505 25,575 26,480: 2,400 1,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 785: 0 1,080 50 650 -420 700 710: 85 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 66.7 1.2 90.3 26.8 91.4 94.7: 8.6 5.3 Old : 100.0: 0.0 66.7 1.2 90.3 26.8 91.4 94.7: 8.6 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 6 3 15 12 18 18: Old : 26: 0 6 3 15 12 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 76.6 78.5 87.0 47.9 67.5 64.6 75.3 Old : 61.3 76.6 78.5 87.0 47.9 67.5 64.6 75.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,850: 0 13,095 395 20,425 8,090 20,820 21,580: 3,030 2,270 Old : 23,850: 0 13,095 395 20,425 8,090 20,820 21,580: 3,030 2,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 370: 0 -600 370 -230 370 140 140: 230 230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 54.9 1.7 85.6 33.9 87.3 90.5: 12.7 9.5 Old : 100.0: 0.0 54.9 1.7 85.6 33.9 87.3 90.5: 12.7 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 5 2 14 11 16 16: Old : 23: 0 5 2 14 11 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.6 68.6 74.4 81.3 46.6 57.7 57.5 66.1 Old : 60.6 68.6 74.4 81.3 46.6 57.7 57.5 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,288: 4,200 125 925 18,826 22,901 23,951 23,951: 1,337 1,337 Old : 25,288: 4,200 125 925 18,826 22,901 23,951 23,951: 1,337 1,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 300: -175 50 175 375 150 375 375: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 0.5 3.7 74.4 90.6 94.7 94.7: 5.3 5.3 Old : 100.0: 16.6 0.5 3.7 74.4 90.6 94.7 94.7: 5.3 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 3 2 18 11 22 15: Old : 27: 3 3 2 18 11 22 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.0 84.0 80.7 91.6 46.9 75.2 69.3 76.5 Old : 55.0 84.0 80.7 91.6 46.9 75.2 69.3 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,521: 4,525 125 575 15,129 19,674 20,229 20,374: 1,292 1,147 Old : 21,521: 4,525 125 575 15,129 19,674 20,229 20,374: 1,292 1,147 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 270: -150 125 150 280 5 280 280: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 0.6 2.7 70.3 91.4 94.0 94.7: 6.0 5.3 Old : 100.0: 21.0 0.6 2.7 70.3 91.4 94.0 94.7: 6.0 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 3 1 2 19 10 23 12: Old : 24: 3 1 2 19 10 23 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 86.0 78.6 93.1 42.3 71.7 65.0 72.4 Old : 53.6 86.0 78.6 93.1 42.3 71.7 65.0 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,590: 900 13,305 50 29,025 17,085 29,975 30,440: 615 150 Old : 30,590: 900 13,305 50 29,025 17,085 29,975 30,440: 615 150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 160: 600 420 0 -500 -335 100 85: 60 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 43.5 0.2 94.9 55.9 98.0 99.5: 2.0 0.5 Old : 100.0: 2.9 43.5 0.2 94.9 55.9 98.0 99.5: 2.0 0.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 4 1 17 10 18 15: Old : 26: 1 4 1 17 10 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 89.2 89.0 96.6 68.4 87.4 83.5 92.9 Old : 73.6 89.2 89.0 96.6 68.4 87.4 83.5 92.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,540: 0 11,910 0 24,610 13,165 24,610 25,075: 930 465 Old : 25,540: 0 11,910 0 24,610 13,165 24,610 25,075: 930 465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 485: 0 750 0 250 -515 250 235: 235 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 46.6 0.0 96.4 51.5 96.4 98.2: 3.6 1.8 Old : 100.0: 0.0 46.6 0.0 96.4 51.5 96.4 98.2: 3.6 1.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 3 0 15 8 15 11: Old : 21: 0 3 0 15 8 15 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.6 91.8 89.7 96.9 70.1 91.7 86.2 94.4 Old : 73.6 91.8 89.7 96.9 70.1 91.7 86.2 94.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,220: 1,375 3,640 150 25,570 23,375 27,095 27,165: 1,125 1,055 Old : 28,220: 1,375 3,640 150 25,570 23,375 27,095 27,165: 1,125 1,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 160: 0 150 0 160 10 160 160: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 12.9 0.5 90.6 82.8 96.0 96.3: 4.0 3.7 Old : 100.0: 4.9 12.9 0.5 90.6 82.8 96.0 96.3: 4.0 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 3 2 15 12 18 16: Old : 25: 2 3 2 15 12 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.9 76.6 85.3 92.9 54.7 64.4 66.4 71.0 Old : 62.9 76.6 85.3 92.9 54.7 64.4 66.4 71.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,780: 1,475 3,120 405 23,135 21,560 25,015 25,085: 765 695 Old : 25,780: 1,475 3,120 405 23,135 21,560 25,015 25,085: 765 695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 225: 0 150 0 205 55 205 205: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 12.1 1.6 89.7 83.6 97.0 97.3: 3.0 2.7 Old : 100.0: 5.7 12.1 1.6 89.7 83.6 97.0 97.3: 3.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 2 3 14 12 18 15: Old : 24: 2 2 3 14 12 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 83.4 85.2 94.9 57.5 69.8 69.9 75.6 Old : 63.5 83.4 85.2 94.9 57.5 69.8 69.9 75.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,559: 4,705 2,185 490 26,484 28,984 31,679 31,659: 880 900 Old : 32,559: 4,705 2,185 490 26,484 28,984 31,679 31,659: 880 900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 275: 0 -175 175 100 275 275 275: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 6.7 1.5 81.3 89.0 97.3 97.2: 2.7 2.8 Old : 100.0: 14.5 6.7 1.5 81.3 89.0 97.3 97.2: 2.7 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 3 3 18 13 22 17: Old : 27: 2 3 3 18 13 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 79.3 75.5 93.6 55.4 74.5 72.7 86.7 Old : 55.8 79.3 75.5 93.6 55.4 74.5 72.7 86.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,485: 0 3,245 695 25,160 21,915 25,855 25,855: 1,630 1,630 Old : 27,485: 0 3,245 695 25,160 21,915 25,855 25,855: 1,630 1,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 25: 0 25 0 25 0 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 11.8 2.5 91.5 79.7 94.1 94.1: 5.9 5.9 Old : 100.0: 0.0 11.8 2.5 91.5 79.7 94.1 94.1: 5.9 5.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 5 2 21 13 23 18: Old : 30: 0 5 2 21 13 23 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.2 70.3 73.1 88.5 43.2 68.0 63.4 78.8 Old : 52.2 70.3 73.1 88.5 43.2 68.0 63.4 78.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 120,584: 30,215 1,070 730 84,069 113,309 115,014 115,109: 5,570 5,475 Old : 120,584: 30,215 1,070 730 84,069 113,309 115,014 115,109: 5,570 5,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,305: 1,325 0 125 -445 885 1,005 1,010: 300 295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 0.9 0.6 69.7 94.0 95.4 95.5: 4.6 4.5 Old : 100.0: 25.1 0.9 0.6 69.7 94.0 95.4 95.5: 4.6 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 5 1 3 23 28 29 31: Old : 40: 5 1 3 23 28 29 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.6 51.7 80.8 69.7 49.8 50.5 67.0 64.4 Old : 57.6 51.7 80.8 69.7 49.8 50.5 67.0 64.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 107,295: 29,195 0 225 71,927 101,105 101,347 101,330: 5,948 5,965 Old : 107,295: 29,195 0 225 71,927 101,105 101,347 101,330: 5,948 5,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 1,290: 825 0 0 -311 514 514 514: 776 776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 0.0 0.2 67.0 94.2 94.5 94.4: 5.5 5.6 Old : 100.0: 27.2 0.0 0.2 67.0 94.2 94.5 94.4: 5.5 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 5 0 1 22 30 27 31: Old : 38: 5 0 1 22 30 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.5 48.3 82.6 67.0 56.8 46.1 68.1 59.4 Old : 63.5 48.3 82.6 67.0 56.8 46.1 68.1 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,275: 200 0 125 20,095 20,255 20,420 20,380: 855 895 Old : 21,275: 200 0 125 20,095 20,255 20,420 20,380: 855 895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 600: 0 0 0 600 600 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 0.0 0.6 94.5 95.2 96.0 95.8: 4.0 4.2 Old : 100.0: 0.9 0.0 0.6 94.5 95.2 96.0 95.8: 4.0 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 0 1 21 15 23 16: Old : 24: 2 0 1 21 15 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 71.4 74.2 85.2 47.2 59.5 59.6 65.1 Old : 53.0 71.4 74.2 85.2 47.2 59.5 59.6 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 17,065: 900 250 0 15,685 16,295 16,585 16,545: 480 520 Old : 17,065: 900 250 0 15,685 16,295 16,585 16,545: 480 520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 750: 150 0 0 450 600 600 600: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 1.5 0.0 91.9 95.5 97.2 97.0: 2.8 3.0 Old : 100.0: 5.3 1.5 0.0 91.9 95.5 97.2 97.0: 2.8 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 0 20 13 22 14: Old : 25: 2 1 0 20 13 22 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.9 75.2 69.7 88.7 43.9 60.9 58.2 68.4 Old : 51.9 75.2 69.7 88.7 43.9 60.9 58.2 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,195: 160 2,855 370 27,475 24,785 28,005 28,010: 4,190 4,185 Old : 32,195: 160 2,855 370 27,475 24,785 28,005 28,010: 4,190 4,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 8.9 1.1 85.3 77.0 87.0 87.0: 13.0 13.0 Old : 100.0: 0.5 8.9 1.1 85.3 77.0 87.0 87.0: 13.0 13.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 3 2 21 16 23 20: Old : 30: 1 3 2 21 16 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.2 39.3 67.2 64.2 45.5 34.4 58.9 53.1 Old : 49.2 39.3 67.2 64.2 45.5 34.4 58.9 53.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, August 23, 2016 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,905: 0 500 0 20,645 20,145 20,645 20,645: 3,260 3,260 Old : 23,905: 0 500 0 20,645 20,145 20,645 20,645: 3,260 3,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 16, 2016 : : 390: 0 0 0 380 380 380 380: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.1 0.0 86.4 84.3 86.4 86.4: 13.6 13.6 Old : 100.0: 0.0 2.1 0.0 86.4 84.3 86.4 86.4: 13.6 13.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 0 1 0 15 15 15 16: Old : 23: 0 1 0 15 15 15 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.9 44.8 68.5 67.1 39.6 33.0 54.8 49.6 Old : 47.9 44.8 68.5 67.1 39.6 33.0 54.8 49.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2016