PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,520 COMMITMENTS 0 200 0 44,164 43,649 44,164 43,849 3,356 3,671 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 355) 0 0 0 280 280 280 280 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.4 0.0 92.9 91.9 92.9 92.3 7.1 7.7 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,728 COMMITMENTS 0 0 0 38,503 38,308 38,503 38,308 3,225 3,420 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 325) 0 0 0 350 350 350 350 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 92.3 91.8 92.3 91.8 7.7 8.2 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,435 COMMITMENTS 0 16,745 450 24,595 8,770 25,045 25,965 2,390 1,470 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,160) 0 2,100 0 1,860 -240 1,860 1,860 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 61.0 1.6 89.6 32.0 91.3 94.6 8.7 5.4 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,235 COMMITMENTS 0 13,315 25 20,640 8,095 20,665 21,435 2,570 1,800 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 420) 0 0 0 -45 -45 -45 -45 465 465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 57.3 0.1 88.8 34.8 88.9 92.3 11.1 7.7 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,183 COMMITMENTS 4,870 100 580 18,221 22,991 23,671 23,671 1,512 1,512 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 685) -150 -50 150 660 560 660 660 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 0.4 2.3 72.4 91.3 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 1 2 15 10 19 13 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,266 COMMITMENTS 5,085 0 390 15,356 20,604 20,831 20,994 1,435 1,272 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 880) -150 0 150 880 730 880 880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 0.0 1.8 69.0 92.5 93.6 94.3 6.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 2 16 10 20 12 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,285 COMMITMENTS 0 13,620 0 30,745 17,620 30,745 31,240 540 45 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 865) 0 700 0 970 270 970 970 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.5 0.0 98.3 56.3 98.3 99.9 1.7 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 5 0 17 9 17 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,025 COMMITMENTS 0 11,420 0 25,315 14,390 25,315 25,810 710 215 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 995) 0 700 0 970 270 970 970 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 43.9 0.0 97.3 55.3 97.3 99.2 2.7 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 0 15 8 15 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,715 COMMITMENTS 1,350 2,745 200 25,045 23,710 26,595 26,655 1,120 1,060 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 25) 0 0 0 310 310 310 310 -285 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 9.9 0.7 90.4 85.5 96.0 96.2 4.0 3.8 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,030 COMMITMENTS 1,450 2,655 460 23,210 22,065 25,120 25,180 910 850 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 1,025) -25 175 25 1,105 905 1,105 1,105 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 10.2 1.8 89.2 84.8 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 11 18 14 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,769 COMMITMENTS 4,610 2,190 405 26,654 29,064 31,669 31,659 1,100 1,110 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 6.7 1.2 81.3 88.7 96.6 96.6 3.4 3.4 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 07/26/16 | --------------------------------------------------------------| 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 07/19/16 (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 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 118,994 COMMITMENTS 28,620 1,095 825 83,174 110,799 112,619 112,719 6,375 6,275 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 2,780) 2,900 -100 -15 -150 2,850 2,735 2,735 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 0.9 0.7 69.9 93.1 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 5 1 3 22 27 28 30 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,205 COMMITMENTS 28,635 0 525 70,336 98,960 99,496 99,485 5,709 5,720 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 760) 1,050 0 0 -205 845 845 845 -85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 0.0 0.5 66.9 94.1 94.6 94.6 5.4 5.4 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,320 COMMITMENTS 75 0 125 19,925 20,170 20,125 20,295 1,195 1,025 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 300) 50 0 0 250 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 0.0 0.6 93.5 94.6 94.4 95.2 5.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 0 1 18 14 19 15 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,855 COMMITMENTS 600 275 0 15,925 16,210 16,525 16,485 330 370 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 150) 0 0 0 150 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 1.6 0.0 94.5 96.2 98.0 97.8 2.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 18 13 19 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,800 COMMITMENTS 280 2,980 300 27,680 24,985 28,260 28,265 3,540 3,535 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 900) 0 950 0 900 -50 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 9.4 0.9 87.0 78.6 88.9 88.9 11.1 11.1 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 07/26/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,610 COMMITMENTS 0 575 0 20,270 19,695 20,270 20,270 3,340 3,340 CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST: 100) 0 300 -125 150 -150 25 25 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.4 0.0 85.9 83.4 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 16 15 16 16
Updated July 29, 2016