PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,165 COMMITMENTS 0 200 0 43,884 43,369 43,884 43,569 3,281 3,596 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 93.0 92.0 93.0 92.4 7.0 7.6 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 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,403 COMMITMENTS 0 0 0 38,153 37,958 38,153 37,958 3,250 3,445 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 120 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.2 91.7 92.2 91.7 7.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 14 21 14 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,275 COMMITMENTS 0 14,645 450 22,735 9,010 23,185 24,105 2,090 1,170 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,255) 0 1,050 0 1,275 225 1,275 1,275 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 57.9 1.8 90.0 35.6 91.7 95.4 8.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 3 15 14 18 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,815 COMMITMENTS 0 13,315 25 20,685 8,140 20,710 21,480 2,105 1,335 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 470) 0 150 0 375 225 375 375 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 58.4 0.1 90.7 35.7 90.8 94.1 9.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 5 1 14 11 15 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,498 COMMITMENTS 5,020 150 430 17,561 22,431 23,011 23,011 1,487 1,487 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -125) 0 0 0 -175 -175 -175 -175 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 0.6 1.8 71.7 91.6 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 1 15 10 19 12 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,386 COMMITMENTS 5,235 0 240 14,476 19,874 19,951 20,114 1,435 1,272 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 0.0 1.1 67.7 92.9 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 1 16 10 20 11 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,420 COMMITMENTS 0 12,920 0 29,775 17,350 29,775 30,270 645 150 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: -25) 0 150 0 -25 -175 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.5 0.0 97.9 57.0 97.9 99.5 2.1 0.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 0 17 8 17 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,030 COMMITMENTS 0 10,720 0 24,345 14,120 24,345 24,840 685 190 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 10) 0 100 0 -25 -125 -25 -25 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 42.8 0.0 97.3 56.4 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 7 15 10 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,690 COMMITMENTS 1,350 2,745 200 24,735 23,400 26,285 26,345 1,405 1,345 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 315) -100 0 50 475 375 425 425 -110 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 9.9 0.7 89.3 84.5 94.9 95.1 5.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 14 12 17 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,005 COMMITMENTS 1,475 2,480 435 22,105 21,160 24,015 24,075 990 930 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 175) 0 0 0 175 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.9 1.7 88.4 84.6 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 3 14 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,169 COMMITMENTS 4,610 2,190 405 26,054 28,464 31,069 31,059 1,100 1,110 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 505) 315 -170 40 175 660 530 530 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 6.8 1.3 81.0 88.5 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 3 18 13 22 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,780 COMMITMENTS 0 3,440 820 25,020 21,580 25,840 25,840 1,940 1,940 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 120) 0 0 0 100 100 100 100 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 12.4 3.0 90.1 77.7 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 3 18 12 21 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 116,214 COMMITMENTS 25,720 1,195 840 83,324 107,949 109,884 109,984 6,330 6,230 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 1,175) 1,215 25 75 -105 1,085 1,185 1,185 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 1.0 0.7 71.7 92.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 23 26 29 29 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,445 COMMITMENTS 27,585 0 525 70,541 98,115 98,651 98,640 5,794 5,805 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 710) 450 0 0 -575 -125 -125 -125 835 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 0.0 0.5 67.5 93.9 94.5 94.4 5.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 0 2 20 28 25 30 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,020 COMMITMENTS 25 0 125 19,675 19,870 19,825 19,995 1,195 1,025 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.0 0.6 93.6 94.5 94.3 95.1 5.7 4.9 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 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,705 COMMITMENTS 600 275 0 15,775 16,060 16,375 16,335 330 370 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 70) 0 0 0 100 100 100 100 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.6 0.0 94.4 96.1 98.0 97.8 2.0 2.2 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 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,900 COMMITMENTS 280 2,030 300 26,780 25,035 27,360 27,365 3,540 3,535 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 805) 205 205 0 600 600 805 805 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 6.6 1.0 86.7 81.0 88.5 88.6 11.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 1 21 16 23 19 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 07/19/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,510 COMMITMENTS 0 275 125 20,120 19,845 20,245 20,245 3,265 3,265 CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.2 0.5 85.6 84.4 86.1 86.1 13.9 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 15 17 16
Updated July 22, 2016