PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,500 COMMITMENTS 0 250 0 46,309 45,704 46,309 45,954 3,191 3,546 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.5 0.0 93.6 92.3 93.6 92.8 6.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 21 16 22 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,725 COMMITMENTS 0 50 0 40,568 40,303 40,568 40,353 3,157 3,372 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.1 0.0 92.8 92.2 92.8 92.3 7.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 0 14 21 14 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,920 COMMITMENTS 0 13,535 450 22,840 10,235 23,290 24,220 1,630 700 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -95) -255 575 -170 330 -500 -95 -95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 54.3 1.8 91.7 41.1 93.5 97.2 6.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 3 15 13 18 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,745 COMMITMENTS 0 12,855 25 21,140 9,065 21,165 21,945 1,580 800 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 180) 0 480 0 180 -300 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 56.5 0.1 92.9 39.9 93.1 96.5 6.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 5 1 14 9 15 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,663 COMMITMENTS 5,240 150 485 18,441 23,531 24,166 24,166 1,497 1,497 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,040) 0 0 0 1,040 1,040 1,040 1,040 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 0.6 1.9 71.9 91.7 94.2 94.2 5.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 1 16 10 20 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,501 COMMITMENTS 5,520 0 280 15,186 20,884 20,986 21,164 1,515 1,337 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 890) 0 0 0 890 890 890 890 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 0.0 1.2 67.5 92.8 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 17 10 21 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,850 COMMITMENTS 150 13,080 0 31,030 18,620 31,180 31,700 670 150 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: -75) 100 -150 -100 -100 150 -100 -100 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 41.1 0.0 97.4 58.5 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 3 0 16 8 17 11 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,915 COMMITMENTS 0 10,780 0 25,250 14,980 25,250 25,760 665 155 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 41.6 0.0 97.4 57.8 97.4 99.4 2.6 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 14 7 14 9 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,610 COMMITMENTS 1,450 2,720 175 25,375 24,155 27,000 27,050 1,610 1,560 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 9.5 0.6 88.7 84.4 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 2 14 11 17 14 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,700 COMMITMENTS 1,475 2,465 450 22,695 21,755 24,620 24,670 1,080 1,030 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 9.6 1.8 88.3 84.6 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 3 14 10 18 13 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,889 COMMITMENTS 3,950 2,360 415 26,449 28,019 30,814 30,794 1,075 1,095 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 140) 50 75 -50 15 15 15 40 125 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.4 7.4 1.3 82.9 87.9 96.6 96.6 3.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 16 12 19 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,770 COMMITMENTS 0 3,810 820 25,795 21,985 26,615 26,615 2,155 2,155 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 140) 0 0 0 -10 -10 -10 -10 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 13.2 2.9 89.7 76.4 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 3 17 12 20 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,411 COMMITMENTS 25,165 1,265 715 87,129 111,149 113,009 113,129 6,402 6,282 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,196) 235 -380 340 1,241 1,856 1,816 1,816 380 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 1.1 0.6 73.0 93.1 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 2 21 26 27 28 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,723 COMMITMENTS 27,530 0 525 74,447 101,977 102,502 102,502 5,221 5,221 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,626) 490 0 -180 1,366 1,786 1,676 1,606 -50 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.6 0.0 0.5 69.1 94.7 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 5 0 2 20 28 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,800 COMMITMENTS 50 0 125 20,415 20,640 20,590 20,765 1,210 1,035 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 2,680) 0 0 0 2,500 2,500 2,500 2,500 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 0.0 0.6 93.6 94.7 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 0 1 18 13 19 14 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,585 COMMITMENTS 600 300 0 16,625 16,850 17,225 17,150 360 435 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,680) 0 0 0 1,500 1,475 1,500 1,475 180 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 1.7 0.0 94.5 95.8 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 0 18 12 19 13 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,185 COMMITMENTS 50 1,975 350 27,155 25,235 27,555 27,560 3,630 3,625 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 0 0 0 0 1,200 1,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 6.3 1.1 87.1 80.9 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 2 21 16 24 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/28/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,965 COMMITMENTS 0 300 125 20,540 20,240 20,665 20,665 3,300 3,300 CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST: 1,195) 0 0 0 225 225 225 225 970 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.3 0.5 85.7 84.5 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 16 16 17 17
Updated July 1, 2016