PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,940 COMMITMENTS 0 100 0 40,834 40,789 40,834 40,889 4,106 4,051 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,725) 0 -100 0 -3,790 -3,320 -3,790 -3,420 65 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.2 0.0 90.9 90.8 90.9 91.0 9.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 0 16 20 16 21 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,827 COMMITMENTS 0 0 0 35,883 36,093 35,883 36,093 3,944 3,734 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -2,506) 0 0 0 -2,650 -2,245 -2,650 -2,245 144 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 0.0 0.0 90.1 90.6 90.1 90.6 9.9 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 0 0 15 21 15 21 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,440 COMMITMENTS 0 17,170 225 23,885 7,660 24,110 25,055 2,330 1,385 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -995) 0 425 -225 -770 -1,170 -995 -970 0 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 64.9 0.9 90.3 29.0 91.2 94.8 8.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 6 2 15 13 17 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,855 COMMITMENTS 0 13,370 25 20,275 7,690 20,300 21,085 2,555 1,770 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -380) 0 55 0 -425 -465 -425 -410 45 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 58.5 0.1 88.7 33.6 88.8 92.3 11.2 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 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,893 COMMITMENTS 4,375 75 750 18,153 21,883 23,278 22,708 1,615 2,185 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -545) -495 -25 170 -120 -1,160 -445 -1,015 -100 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 0.3 3.0 72.9 87.9 93.5 91.2 6.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 2 2 17 11 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,051 COMMITMENTS 4,675 0 425 14,624 18,924 19,724 19,349 1,327 1,702 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,215) -410 0 35 -732 -1,680 -1,107 -1,645 -108 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 0.0 2.0 69.5 89.9 93.7 91.9 6.3 8.1 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 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,175 COMMITMENTS 100 12,785 50 29,260 17,295 29,410 30,130 765 45 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,160) 100 -885 50 -1,535 -325 -1,385 -1,160 225 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.3 42.4 0.2 97.0 57.3 97.5 99.9 2.5 0.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 1 17 9 18 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,030 COMMITMENTS 0 11,160 0 24,195 13,655 24,195 24,815 835 215 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -995) 0 -260 0 -1,120 -735 -1,120 -995 125 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 44.6 0.0 96.7 54.6 96.7 99.1 3.3 0.9 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 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,860 COMMITMENTS 1,375 3,440 150 24,975 23,215 26,500 26,805 1,360 1,055 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -360) 25 695 -50 -330 -755 -355 -110 -5 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 12.3 0.5 89.6 83.3 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 3 2 15 12 18 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,505 COMMITMENTS 1,475 2,920 405 22,685 21,505 24,565 24,830 940 675 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -525) 25 265 -55 -525 -560 -555 -350 30 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 11.4 1.6 88.9 84.3 96.3 97.4 3.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 14 12 18 15 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,444 COMMITMENTS 4,705 2,360 315 25,234 27,859 30,254 30,534 1,190 910 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,355) 95 200 -120 -1,405 -1,220 -1,430 -1,140 75 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.0 7.5 1.0 80.3 88.6 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 13 21 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,625 COMMITMENTS 0 3,095 670 24,000 21,080 24,670 24,845 1,955 1,780 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,155) 0 -345 -150 -1,020 -500 -1,170 -995 15 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 11.6 2.5 90.1 79.2 92.7 93.3 7.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 5 2 18 12 20 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,214 COMMITMENTS 28,515 1,070 630 82,734 109,938 111,879 111,638 5,335 5,576 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -3,345) -60 50 -350 -1,970 -2,421 -2,380 -2,721 -965 -624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 0.9 0.5 70.6 93.8 95.4 95.2 4.6 4.8 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 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,985 COMMITMENTS 27,945 0 200 70,648 98,626 98,793 98,826 5,192 5,159 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,645) -625 0 -450 -114 -695 -1,189 -1,145 -456 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 0.0 0.2 67.9 94.8 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 0 1 19 27 24 28 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,675 COMMITMENTS 200 0 125 19,495 19,565 19,820 19,690 855 985 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,070) 125 0 0 -945 -910 -820 -910 -250 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 0.0 0.6 94.3 94.6 95.9 95.2 4.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 0 1 20 15 22 16 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,315 COMMITMENTS 750 250 0 15,235 15,355 15,985 15,605 330 710 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -840) 150 -25 0 -990 -1,155 -840 -1,180 0 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 1.5 0.0 93.4 94.1 98.0 95.6 2.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 0 19 13 21 14 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,525 COMMITMENTS 180 2,855 350 27,585 24,855 28,115 28,060 3,410 3,465 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -1,215) -100 -125 50 -990 -1,025 -1,040 -1,100 -175 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 9.1 1.1 87.5 78.8 89.2 89.0 10.8 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 2 21 16 23 20 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 08/09/16 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,040 COMMITMENTS 0 500 0 19,740 19,180 19,740 19,680 3,300 3,360 CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST: -995) 0 -75 0 -855 -840 -855 -915 -140 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.0 85.7 83.2 85.7 85.4 14.3 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 0 15 15 15 16
Updated August 12, 2016